-1.6%
SW vs QSR
+60.6%
-62.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | +4.7% | +7.6% | -2.9% | +2.5% |
| 30D | +5.0% | +11.8% | -6.8% | +1.6% |
| 3M | -7.3% | +6.4% | -13.7% | -9.1% |
| 6M | +15.0% | -2.1% | +17.1% | +15.2% |
| YTD | +18.5% | +18.3% | +0.3% | +11.8% |
| 1Y | +27.1% | +21.4% | +5.7% | +18.9% |
| 3Y | +49.3% | +28.5% | +20.8% | +35.7% |
| 5Y | -1.6% | +57.5% | -59.1% | -19.5% |
| All | -1.6% | +60.6% | -62.2% | -19.5% |
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