+196.9%
QSR vs BWA
+66.6%
+130.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.8% |
| 7D | +0.1% | +4.3% | -4.2% | -1.1% |
| 30D | +5.9% | -2.9% | +8.8% | +6.6% |
| 3M | +10.5% | -12.4% | +22.9% | +14.1% |
| 6M | +7.7% | +28.6% | -20.9% | -1.7% |
| YTD | +16.8% | +48.2% | -31.4% | +0.6% |
| 1Y | +30.9% | +50.9% | -20.0% | +11.8% |
| 3Y | +28.2% | +72.2% | -44.0% | +2.1% |
| 5Y | +45.0% | +91.1% | -46.1% | +7.6% |
| 10Y | +127.3% | +144.0% | -16.7% | +34.5% |
| All | +196.9% | +66.6% | +130.3% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling