+29.5%
SWK vs QSR
+134.8%
-105.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +3.0% |
| 7D | +10.7% | +3.9% | +6.8% | +8.5% |
| 30D | +33.3% | +9.3% | +24.1% | +27.0% |
| 3M | +14.7% | +5.9% | +8.8% | +10.8% |
| 6M | +48.5% | -1.0% | +49.5% | +48.7% |
| YTD | +63.9% | +16.7% | +47.2% | +47.7% |
| 1Y | +80.4% | +18.6% | +61.8% | +61.1% |
| 3Y | +58.1% | +25.4% | +32.8% | +34.1% |
| 5Y | -24.5% | +59.0% | -83.5% | -45.7% |
| 10Y | +29.5% | +130.4% | -100.9% | -23.6% |
| All | +29.5% | +134.8% | -105.3% | -23.6% |
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