-74.4%
QID vs WST
-15.5%
-58.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.2% |
| 7D | -2.7% | -0.3% | -2.5% | -2.8% |
| 30D | +1.8% | -4.6% | +6.4% | +0.9% |
| 3M | -2.2% | +5.7% | -7.9% | -1.0% |
| 6M | -32.1% | +37.6% | -69.7% | -27.6% |
| YTD | -28.6% | +23.0% | -51.6% | -25.0% |
| 1Y | -36.3% | +33.8% | -70.2% | -31.9% |
| 3Y | -74.4% | -13.4% | -61.1% | -74.6% |
| All | -74.4% | -15.5% | -58.9% | -74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling