-75.2%
QID vs WST
-2.2%
-73.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -1.8% |
| 7D | +9.4% | -3.1% | +12.5% | +8.3% |
| 30D | +31.2% | +9.1% | +22.1% | +36.1% |
| 3M | +17.4% | +14.7% | +2.7% | +24.2% |
| 6M | +8.4% | +28.0% | -19.6% | +20.3% |
| YTD | -15.8% | +45.6% | -61.4% | -0.4% |
| 1Y | -16.3% | +45.7% | -62.0% | -0.8% |
| 3Y | -70.4% | +21.1% | -91.5% | -64.1% |
| All | -75.2% | -2.2% | -73.0% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling