+144.7%
IONQ vs WST
+40.5%
+104.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.0% | -6.5% | -8.9% |
| 7D | -16.7% | -5.8% | -10.9% | -14.4% |
| 30D | -38.9% | +5.3% | -44.3% | -40.1% |
| 3M | -33.8% | +11.8% | -45.6% | -36.7% |
| 6M | -44.9% | +26.7% | -71.6% | -50.3% |
| YTD | -41.1% | +43.0% | -84.1% | -50.0% |
| 1Y | -52.3% | +38.9% | -91.2% | -59.1% |
| 3Y | +128.2% | +18.2% | +110.1% | +79.6% |
| 5Y | +37.2% | -1.5% | +38.7% | +29.6% |
| All | +144.7% | +40.5% | +104.2% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling