-16.9%
INFQ vs WST
+38.9%
-55.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.4% | -3.1% |
| 7D | +2.4% | +0.4% | +1.9% | +2.2% |
| 30D | +9.6% | -2.0% | +11.7% | +10.4% |
| 3M | -4.6% | +4.1% | -8.7% | -5.4% |
| 6M | +6.7% | +47.4% | -40.8% | -6.5% |
| All | -16.9% | +38.9% | -55.8% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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