-2.3%
SW vs QS
-75.2%
+72.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -5.1% | -2.3% | -2.8% | -4.9% |
| 30D | -4.6% | -0.7% | -3.9% | -4.6% |
| 3M | +9.4% | -39.6% | +49.0% | +13.5% |
| 6M | +3.5% | -21.7% | +25.2% | +4.9% |
| YTD | +22.0% | -47.4% | +69.4% | +27.1% |
| 1Y | +2.2% | -28.4% | +30.6% | +2.3% |
| 3Y | +19.6% | -22.6% | +42.2% | +12.0% |
| All | -2.3% | -75.2% | +72.9% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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