+2,886.0%
SHW vs QID
-100.0%
+2,986.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | +0.7% |
| 7D | +1.9% | -7.1% | +9.1% | -0.4% |
| 30D | +8.1% | +12.6% | -4.6% | +13.0% |
| 3M | -2.8% | +14.2% | -17.0% | +2.4% |
| 6M | +15.0% | +6.2% | +8.9% | +19.3% |
| YTD | +9.0% | -21.8% | +30.8% | +2.8% |
| 1Y | +4.5% | -23.1% | +27.6% | -1.8% |
| 3Y | +41.9% | -71.3% | +113.2% | +1.3% |
| 5Y | +10.7% | -77.0% | +87.7% | -17.2% |
| 10Y | +340.4% | -99.0% | +439.4% | +29.4% |
| All | +2,886.0% | -100.0% | +2,986.0% | +228.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling