+0.8%
SWK vs QSR
+122.5%
-121.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -1.5% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | -8.9% | +5.9% | -14.8% | -12.0% |
| 3M | +20.5% | +10.5% | +10.0% | +13.5% |
| 6M | +27.1% | +7.7% | +19.4% | +20.5% |
| YTD | +30.2% | +16.8% | +13.4% | +17.4% |
| 1Y | +24.8% | +30.9% | -6.1% | +5.0% |
| 3Y | +16.3% | +28.2% | -11.9% | -2.8% |
| 5Y | -40.1% | +45.0% | -85.1% | -54.4% |
| 10Y | +0.8% | +127.3% | -126.5% | -41.5% |
| All | +0.8% | +122.5% | -121.7% | -41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling