+33.9%
QSR vs BWA
+59.1%
-25.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.2% |
| 7D | +2.4% | +5.7% | -3.2% | +2.4% |
| 30D | +7.6% | +1.4% | +6.2% | +7.6% |
| 3M | +12.6% | -12.1% | +24.7% | +13.2% |
| 6M | +14.4% | +28.6% | -14.2% | +11.8% |
| YTD | +19.6% | +51.1% | -31.5% | +10.6% |
| 1Y | +33.9% | +55.9% | -22.0% | +22.5% |
| All | +33.9% | +59.1% | -25.2% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling