+65.7%
SHW vs QS
-62.6%
+128.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | 0.0% |
| 7D | +1.9% | -14.0% | +15.9% | +2.6% |
| 30D | +8.1% | -6.4% | +14.4% | +8.3% |
| 3M | -2.8% | -40.3% | +37.5% | -0.7% |
| 6M | +15.0% | -57.5% | +72.5% | +18.8% |
| YTD | +9.0% | -64.7% | +73.7% | +13.1% |
| 1Y | +4.5% | -72.9% | +77.4% | +9.6% |
| 3Y | +41.9% | -33.5% | +75.3% | +37.3% |
| 5Y | +10.7% | -90.5% | +101.3% | +9.4% |
| All | +65.7% | -62.6% | +128.4% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling