+49.3%
SW vs QID
-69.7%
+119.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.7% | -14.2% | +2.6% |
| 7D | +4.7% | +20.2% | -15.6% | +11.4% |
| 30D | +5.0% | +35.3% | -30.3% | +16.4% |
| 3M | -7.3% | +21.3% | -28.7% | -0.7% |
| 6M | +15.0% | +6.7% | +8.3% | +19.7% |
| YTD | +18.5% | -13.6% | +32.1% | +15.7% |
| 1Y | +27.1% | -11.0% | +38.1% | +25.8% |
| All | +49.3% | -69.7% | +119.0% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling