+18.0%
Q vs WST
+47.3%
-29.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -3.3% | +1.3% | -4.5% | -3.6% |
| 30D | -9.7% | +8.5% | -18.2% | -12.0% |
| 3M | -16.1% | +17.2% | -33.3% | -20.4% |
| 6M | -15.7% | +36.3% | -52.0% | -25.5% |
| YTD | +45.7% | +48.9% | -3.2% | +17.7% |
| 1Y | +18.0% | +42.9% | -24.9% | -1.3% |
| All | +18.0% | +47.3% | -29.3% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling