-2.6%
SW vs QID
-74.8%
+72.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -1.6% |
| 7D | +2.3% | +9.4% | -7.1% | +5.0% |
| 30D | +6.8% | +31.2% | -24.5% | +15.0% |
| 3M | -5.2% | +17.4% | -22.6% | -0.6% |
| 6M | +7.4% | +8.4% | -1.0% | +11.6% |
| YTD | +17.4% | -15.8% | +33.2% | +15.2% |
| 1Y | +27.1% | -16.3% | +43.4% | +24.7% |
| 3Y | +47.9% | -70.4% | +118.3% | +20.9% |
| All | -2.6% | -74.8% | +72.2% | -17.1% |
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 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