-23.1%
QID vs WST
+54.9%
-78.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +3.0% |
| 7D | -7.1% | +4.2% | -11.4% | -6.0% |
| 30D | +12.6% | +11.2% | +1.4% | +15.7% |
| 3M | +14.2% | +20.4% | -6.1% | +19.4% |
| 6M | +6.2% | +37.9% | -31.7% | +15.0% |
| YTD | -21.8% | +51.8% | -73.6% | -10.6% |
| 1Y | -23.1% | +56.6% | -79.8% | -11.4% |
| All | -23.1% | +54.9% | -78.1% | -11.4% |
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