+329.6%
SHW vs QSR
+211.0%
+118.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.5% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | -11.6% | +5.9% | -17.5% | -13.4% |
| 3M | +9.1% | +10.5% | -1.4% | +5.3% |
| 6M | -0.7% | +7.7% | -8.4% | -3.5% |
| YTD | +1.4% | +16.8% | -15.4% | -4.6% |
| 1Y | -12.3% | +30.9% | -43.1% | -20.8% |
| 3Y | +23.4% | +28.2% | -4.8% | +10.8% |
| 5Y | +15.0% | +45.0% | -30.0% | -1.9% |
| 10Y | +278.3% | +127.3% | +151.0% | +162.5% |
| All | +329.6% | +211.0% | +118.6% | +173.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling