+10.2%
SHW vs QID
-76.9%
+87.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | +0.4% |
| 7D | +1.9% | -7.1% | +9.1% | +0.2% |
| 30D | +8.1% | +12.6% | -4.6% | +11.8% |
| 3M | -2.8% | +14.2% | -17.0% | +1.1% |
| 6M | +15.0% | +6.2% | +8.9% | +18.3% |
| YTD | +9.0% | -21.8% | +30.8% | +4.0% |
| 1Y | +4.5% | -23.1% | +27.6% | -0.6% |
| 3Y | +41.9% | -71.3% | +113.2% | +8.0% |
| All | +10.2% | -76.9% | +87.1% | -17.2% |
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