+12.9%
SHW vs QID
-80.7%
+93.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.5% |
| 7D | -3.2% | -1.9% | -1.3% | -3.7% |
| 30D | -11.4% | +1.7% | -13.1% | -10.9% |
| 3M | +3.5% | -3.9% | +7.4% | +3.2% |
| 6M | -3.4% | -30.0% | +26.6% | -11.0% |
| YTD | -0.3% | -28.2% | +27.9% | -7.4% |
| 1Y | -10.4% | -35.6% | +25.2% | -18.9% |
| 3Y | +21.3% | -74.3% | +95.6% | -10.2% |
| 5Y | +12.9% | -80.8% | +93.7% | -18.0% |
| All | +12.9% | -80.7% | +93.5% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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