-2.3%
SW vs QSR
+55.7%
-58.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.8% | +3.9% | -2.0% | +0.7% |
| 30D | +7.0% | +9.3% | -2.2% | +4.2% |
| 3M | -7.6% | +5.9% | -13.5% | -9.3% |
| 6M | +8.5% | -1.0% | +9.5% | +8.6% |
| YTD | +17.7% | +16.7% | +1.0% | +11.4% |
| 1Y | +27.1% | +18.6% | +8.5% | +19.6% |
| 3Y | +48.2% | +25.4% | +22.8% | +35.6% |
| 5Y | -2.3% | +59.0% | -61.4% | -19.4% |
| All | -2.3% | +55.7% | -58.1% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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