+38.6%
SWK vs QSR
+218.5%
-179.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.4% | +2.4% | -2.9% | -1.7% |
| 30D | -5.7% | +7.6% | -13.3% | -9.4% |
| 3M | +24.1% | +12.6% | +11.4% | +16.2% |
| 6M | +24.7% | +14.4% | +10.3% | +15.0% |
| YTD | +33.9% | +19.6% | +14.3% | +20.5% |
| 1Y | +34.7% | +33.9% | +0.8% | +14.0% |
| 3Y | +15.3% | +27.1% | -11.8% | -1.3% |
| 5Y | -39.3% | +48.5% | -87.8% | -52.9% |
| 10Y | +2.5% | +126.2% | -123.7% | -38.2% |
| All | +38.6% | +218.5% | -179.9% | -24.2% |
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