+227.2%
IONQ vs WST
+47.9%
+179.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.3% | +5.0% | +6.9% |
| 7D | +25.5% | +1.3% | +24.2% | +25.2% |
| 30D | -11.4% | +12.9% | -24.3% | -15.5% |
| 3M | -20.5% | +16.7% | -37.1% | -25.2% |
| 6M | -28.2% | +26.8% | -55.1% | -35.0% |
| YTD | -21.2% | +50.5% | -71.7% | -34.4% |
| 1Y | -40.4% | +52.9% | -93.3% | -50.8% |
| 3Y | +214.7% | +23.9% | +190.8% | +144.1% |
| 5Y | +56.9% | +1.0% | +55.8% | +46.0% |
| All | +227.2% | +47.9% | +179.3% | +132.9% |
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