+40.4%
QSR vs BWA
+86.5%
-46.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.8% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | +4.3% | -5.5% | +9.8% | +5.2% |
| 3M | +5.4% | -7.6% | +13.1% | +6.6% |
| 6M | +8.2% | +25.0% | -16.8% | +2.4% |
| YTD | +14.1% | +47.0% | -32.8% | +3.1% |
| 1Y | +28.1% | +54.0% | -25.9% | +14.3% |
| 3Y | +25.3% | +70.7% | -45.4% | +7.2% |
| 5Y | +40.4% | +86.7% | -46.3% | +11.8% |
| All | +40.4% | +86.5% | -46.1% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling