+42.1%
SHW vs QS
-28.5%
+70.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.8% | +6.6% | -0.9% |
| 7D | +0.7% | -5.6% | +6.3% | +0.9% |
| 30D | +8.4% | -5.8% | +14.2% | +8.7% |
| 3M | -2.2% | -39.2% | +37.0% | -0.4% |
| 6M | +13.3% | -53.9% | +67.2% | +16.2% |
| YTD | +9.2% | -62.8% | +72.0% | +12.3% |
| 1Y | +2.9% | -73.5% | +76.4% | +6.9% |
| All | +42.1% | -28.5% | +70.7% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling