+8.7%
SW vs Q
+71.3%
-62.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.8% |
| 7D | -5.1% | +0.2% | -5.3% | -5.2% |
| 30D | -4.6% | -11.1% | +6.5% | -1.6% |
| 3M | +9.4% | -22.1% | +31.5% | +15.9% |
| 6M | +3.5% | +0.5% | +3.0% | -0.8% |
| YTD | +22.0% | +47.8% | -25.8% | +7.0% |
| All | +8.7% | +71.3% | -62.6% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling