+185.4%
SW vs QID
-99.0%
+284.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.7% | -14.2% | +1.0% |
| 7D | +4.7% | +20.2% | -15.6% | +8.8% |
| 30D | +5.0% | +35.3% | -30.3% | +11.8% |
| 3M | -7.3% | +21.3% | -28.7% | -3.3% |
| 6M | +15.0% | +6.7% | +8.3% | +18.2% |
| YTD | +18.5% | -13.6% | +32.1% | +17.7% |
| 1Y | +27.1% | -11.0% | +38.1% | +27.2% |
| 3Y | +49.3% | -69.8% | +119.2% | +29.2% |
| 5Y | -1.6% | -74.1% | +72.5% | -13.3% |
| All | +185.4% | -99.0% | +284.3% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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