-99.2%
QID vs WST
+325.7%
-424.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.4% |
| 7D | -1.9% | -1.7% | -0.3% | -2.8% |
| 30D | +1.7% | -4.3% | +6.0% | -0.7% |
| 3M | -3.9% | +0.7% | -4.7% | -3.1% |
| 6M | -30.0% | +36.0% | -66.0% | -16.1% |
| YTD | -28.2% | +22.7% | -51.0% | -18.2% |
| 1Y | -35.6% | +34.1% | -69.8% | -22.3% |
| 3Y | -74.3% | -13.6% | -60.7% | -74.4% |
| 5Y | -80.8% | -26.0% | -54.8% | -79.4% |
| 10Y | -99.2% | +335.8% | -434.9% | -95.8% |
| All | -99.2% | +325.7% | -424.8% | -95.8% |
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