+25.7%
QSR vs BWA
+55.6%
-29.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | +0.6% |
| 7D | -4.0% | -1.3% | -2.7% | -4.0% |
| 30D | +2.8% | -2.9% | +5.7% | +2.8% |
| 3M | +5.1% | -10.7% | +15.8% | +5.5% |
| 6M | +8.8% | +26.5% | -17.7% | +6.5% |
| YTD | +14.8% | +49.1% | -34.3% | +6.5% |
| 1Y | +25.7% | +52.1% | -26.3% | +15.7% |
| All | +25.7% | +55.6% | -29.9% | +15.7% |
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