+27.1%
SW vs Q
+5.1%
+22.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.4% | +5.9% | +0.2% |
| 7D | +4.7% | -10.3% | +14.9% | +7.2% |
| 30D | +5.0% | -17.7% | +22.7% | +9.7% |
| 3M | -7.3% | -18.8% | +11.5% | -3.2% |
| 6M | +15.0% | -24.8% | +39.8% | +20.7% |
| YTD | +18.5% | +35.0% | -16.5% | +6.1% |
| 1Y | +27.1% | +10.7% | +16.4% | +19.3% |
| All | +27.1% | +5.1% | +22.1% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling