-22.0%
QID vs WST
+47.3%
-69.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.3% | -1.7% |
| 7D | +9.8% | +1.3% | +8.5% | +10.1% |
| 30D | +18.9% | +8.5% | +10.4% | +21.2% |
| 3M | +9.6% | +17.2% | -7.6% | +13.9% |
| 6M | -7.8% | +36.3% | -44.1% | +0.2% |
| YTD | -23.3% | +48.9% | -72.2% | -12.7% |
| 1Y | -22.0% | +42.9% | -64.9% | -12.9% |
| All | -22.0% | +47.3% | -69.3% | -12.9% |
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 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