-18.1%
QID vs WST
+52.5%
-70.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +1.8% | +1.4% | +0.4% | +2.4% |
| 30D | +21.6% | +12.7% | +8.9% | +25.3% |
| 3M | +12.6% | +17.2% | -4.5% | +17.1% |
| 6M | +6.9% | +26.7% | -19.8% | +13.6% |
| YTD | -20.5% | +50.3% | -70.8% | -9.2% |
| 1Y | -18.1% | +50.2% | -68.3% | -6.4% |
| All | -18.1% | +52.5% | -70.6% | -6.4% |
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