-99.0%
QID vs WST
+446.4%
-545.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.2% |
| 7D | +1.8% | +1.4% | +0.4% | +3.0% |
| 30D | +21.6% | +12.7% | +8.9% | +30.3% |
| 3M | +12.6% | +17.2% | -4.5% | +23.3% |
| 6M | +6.9% | +26.7% | -19.8% | +22.6% |
| YTD | -20.5% | +50.3% | -70.8% | +1.6% |
| 1Y | -18.1% | +50.2% | -68.3% | +5.0% |
| 3Y | -70.7% | +21.7% | -92.4% | -63.6% |
| 5Y | -77.2% | +2.0% | -79.3% | -70.0% |
| 10Y | -99.0% | +451.1% | -550.1% | -93.8% |
| All | -99.0% | +446.4% | -545.4% | -93.8% |
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