+202.0%
IONQ vs WST
+43.1%
+158.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.9% | +21.6% | +22.6% |
| 7D | +8.6% | -3.1% | +11.7% | +10.3% |
| 30D | -21.1% | +9.1% | -30.2% | -23.7% |
| 3M | -17.9% | +14.7% | -32.6% | -22.2% |
| 6M | -37.9% | +28.0% | -66.0% | -44.1% |
| YTD | -27.3% | +45.6% | -73.0% | -38.7% |
| 1Y | -43.2% | +45.7% | -88.9% | -52.2% |
| 3Y | +191.0% | +21.1% | +169.9% | +126.4% |
| 5Y | +69.3% | +0.3% | +69.0% | +58.9% |
| All | +202.0% | +43.1% | +158.9% | +117.8% |
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