+11.0%
SHW vs QS
-90.0%
+100.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.8% | +6.6% | -0.6% |
| 7D | +0.7% | -5.6% | +6.3% | +1.1% |
| 30D | +8.4% | -5.8% | +14.2% | +8.8% |
| 3M | -2.2% | -39.2% | +37.0% | +1.3% |
| 6M | +13.3% | -53.9% | +67.2% | +19.1% |
| YTD | +9.2% | -62.8% | +72.0% | +16.0% |
| 1Y | +2.9% | -73.5% | +76.4% | +12.0% |
| 3Y | +41.1% | -29.1% | +70.2% | +28.2% |
| 5Y | +11.0% | -90.0% | +101.0% | +5.4% |
| All | +11.0% | -90.0% | +100.9% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling