-99.1%
QID vs WST
+456.5%
-555.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +3.3% |
| 7D | -7.1% | +4.2% | -11.4% | -4.9% |
| 30D | +12.6% | +11.2% | +1.4% | +19.8% |
| 3M | +14.2% | +20.4% | -6.1% | +26.9% |
| 6M | +6.2% | +37.9% | -31.7% | +27.5% |
| YTD | -21.8% | +51.8% | -73.6% | +0.4% |
| 1Y | -23.1% | +56.6% | -79.8% | +0.7% |
| 3Y | -71.3% | +24.2% | -95.5% | -63.9% |
| 5Y | -77.0% | +0.7% | -77.7% | -70.1% |
| All | -99.1% | +456.5% | -555.6% | -94.1% |
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