+27.1%
SW vs QID
-13.7%
+40.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -1.6% |
| 7D | +2.3% | +9.4% | -7.1% | +5.1% |
| 30D | +6.8% | +31.2% | -24.5% | +16.3% |
| 3M | -5.2% | +17.4% | -22.6% | -0.3% |
| 6M | +7.4% | +8.4% | -1.0% | +11.4% |
| YTD | +17.4% | -15.8% | +33.2% | +10.1% |
| 1Y | +27.1% | -16.3% | +43.4% | +19.5% |
| All | +27.1% | -13.7% | +40.8% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling