-100.0%
QID vs WST
+2,295.4%
-2,395.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.9% |
| 7D | -0.6% | +0.7% | -1.4% | -0.1% |
| 30D | 0.0% | -3.1% | +3.1% | -2.1% |
| 3M | +3.7% | +7.2% | -3.5% | +9.3% |
| 6M | -29.9% | +36.8% | -66.7% | -11.8% |
| YTD | -28.8% | +23.8% | -52.6% | -15.9% |
| 1Y | -37.2% | +37.8% | -74.9% | -19.3% |
| 3Y | -73.7% | -15.9% | -57.8% | -74.6% |
| 5Y | -80.7% | -25.8% | -54.9% | -79.4% |
| 10Y | -99.1% | +319.6% | -418.7% | -94.3% |
| All | -100.0% | +2,295.4% | -2,395.3% | -99.0% |
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