-29.9%
SWK vs QSR
+53.9%
-83.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -1.4% | -2.9% | +1.6% | +0.1% |
| 30D | +25.5% | +4.1% | +21.3% | +23.3% |
| 3M | +11.8% | -0.7% | +12.4% | +12.0% |
| 6M | +48.7% | +0.4% | +48.3% | +47.8% |
| YTD | +57.2% | +13.5% | +43.7% | +45.4% |
| 1Y | +75.3% | +11.0% | +64.3% | +64.1% |
| 3Y | +51.9% | +22.0% | +30.0% | +33.1% |
| All | -29.9% | +53.9% | -83.8% | -48.0% |
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