-2.3%
SW vs QID
-80.8%
+78.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.2% |
| 7D | -5.1% | -0.6% | -4.5% | -5.2% |
| 30D | -4.6% | 0.0% | -4.6% | -4.5% |
| 3M | +9.4% | +3.7% | +5.7% | +11.7% |
| 6M | +3.5% | -29.9% | +33.4% | -3.9% |
| YTD | +22.0% | -28.8% | +50.8% | +14.0% |
| 1Y | +2.2% | -37.2% | +39.4% | -7.0% |
| 3Y | +19.6% | -73.7% | +93.3% | -5.8% |
| All | -2.3% | -80.8% | +78.4% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling