+182.7%
SW vs QID
-99.0%
+281.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -1.4% |
| 7D | +2.3% | +9.4% | -7.1% | +4.3% |
| 30D | +6.8% | +31.2% | -24.5% | +13.0% |
| 3M | -5.2% | +17.4% | -22.6% | -1.7% |
| 6M | +7.4% | +8.4% | -1.0% | +10.7% |
| YTD | +17.4% | -15.8% | +33.2% | +16.0% |
| 1Y | +27.1% | -16.3% | +43.4% | +25.6% |
| 3Y | +47.9% | -70.4% | +118.3% | +27.5% |
| 5Y | -2.6% | -74.8% | +72.2% | -14.6% |
| All | +182.7% | -99.0% | +281.7% | +86.5% |
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