+4.6%
SW vs Q
+66.4%
-61.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.3% | -7.3% | -2.4% |
| 7D | +2.3% | +0.3% | +2.0% | +2.1% |
| 30D | +6.8% | -9.8% | +16.6% | +9.1% |
| 3M | -5.2% | -12.2% | +7.0% | -2.8% |
| 6M | +7.4% | -21.6% | +29.0% | +11.8% |
| YTD | +17.4% | +43.6% | -26.2% | +2.8% |
| 1Y | +27.1% | +25.7% | +1.4% | +11.8% |
| All | +4.6% | +66.4% | -61.8% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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