+64.9%
SWK vs QSR
+211.4%
-146.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.2% |
| 7D | +11.0% | +7.3% | +3.7% | +7.3% |
| 30D | +30.1% | +11.9% | +18.2% | +22.9% |
| 3M | +14.7% | +7.5% | +7.2% | +10.3% |
| 6M | +44.5% | +2.5% | +42.0% | +42.1% |
| YTD | +59.4% | +17.0% | +42.4% | +45.1% |
| 1Y | +77.5% | +18.1% | +59.4% | +60.8% |
| 3Y | +49.5% | +28.6% | +20.8% | +27.5% |
| 5Y | -24.9% | +55.8% | -80.7% | -43.1% |
| 10Y | +31.8% | +140.5% | -108.7% | -21.4% |
| All | +64.9% | +211.4% | -146.5% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling