+12.0%
SHW vs QSR
+40.5%
-28.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | -3.1% | -4.0% | +0.9% | -1.6% |
| 30D | -10.0% | +2.8% | -12.8% | -11.0% |
| 3M | +2.3% | +5.1% | -2.8% | +0.2% |
| 6M | +0.7% | +8.8% | -8.1% | -3.0% |
| YTD | +0.5% | +14.8% | -14.3% | -5.5% |
| 1Y | -11.5% | +25.7% | -37.2% | -20.0% |
| 3Y | +21.3% | +27.5% | -6.2% | +6.3% |
| All | +12.0% | +40.5% | -28.5% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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