+20.8%
SWK vs QSR
+136.7%
-115.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | 0.0% |
| 7D | -2.3% | -2.2% | -0.1% | -1.0% |
| 30D | +30.4% | +7.8% | +22.6% | +25.2% |
| 3M | +12.1% | +5.5% | +6.7% | +8.5% |
| 6M | +49.1% | -0.2% | +49.3% | +48.6% |
| YTD | +60.4% | +15.4% | +45.0% | +45.4% |
| 1Y | +78.3% | +15.3% | +63.0% | +61.7% |
| 3Y | +53.3% | +23.7% | +29.6% | +30.8% |
| 5Y | -27.0% | +60.4% | -87.3% | -48.0% |
| 10Y | +20.8% | +142.2% | -121.4% | -35.1% |
| All | +20.8% | +136.7% | -115.9% | -35.1% |
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