+265.9%
IONQ vs WST
+21.7%
+244.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | +0.8% | +0.7% | +0.1% | +0.5% |
| 30D | -1.0% | -3.1% | +2.1% | +0.3% |
| 3M | -39.8% | +7.2% | -47.0% | -41.7% |
| 6M | +6.4% | +36.8% | -30.4% | -7.7% |
| YTD | -11.9% | +23.8% | -35.8% | -20.7% |
| 1Y | -6.2% | +37.8% | -43.9% | -20.2% |
| 3Y | +125.7% | -15.9% | +141.6% | +121.3% |
| 5Y | +296.0% | -25.8% | +321.8% | +308.2% |
| All | +265.9% | +21.7% | +244.2% | +181.6% |
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