-100.0%
QID vs WST
+2,717.0%
-2,816.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -1.3% |
| 7D | +9.4% | -3.1% | +12.5% | +7.5% |
| 30D | +31.2% | +9.1% | +22.1% | +39.8% |
| 3M | +17.4% | +14.7% | +2.7% | +29.4% |
| 6M | +8.4% | +28.0% | -19.6% | +29.4% |
| YTD | -15.8% | +45.6% | -61.4% | +11.5% |
| 1Y | -16.3% | +45.7% | -62.0% | +11.2% |
| 3Y | -70.4% | +21.1% | -91.5% | -62.1% |
| 5Y | -74.8% | +0.3% | -75.1% | -66.1% |
| 10Y | -99.0% | +449.0% | -548.0% | -92.1% |
| All | -100.0% | +2,717.0% | -2,816.9% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling