+133.1%
QSR vs BWA
+156.8%
-23.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | +0.2% |
| 7D | -4.0% | -1.3% | -2.7% | -3.7% |
| 30D | +2.8% | -2.9% | +5.7% | +3.4% |
| 3M | +5.1% | -10.7% | +15.8% | +7.9% |
| 6M | +8.8% | +26.5% | -17.7% | +0.1% |
| YTD | +14.8% | +49.1% | -34.3% | -1.0% |
| 1Y | +25.7% | +52.1% | -26.3% | +7.5% |
| 3Y | +27.5% | +72.6% | -45.0% | +1.9% |
| 5Y | +41.3% | +89.4% | -48.1% | +5.5% |
| All | +133.1% | +156.8% | -23.7% | +39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling