+1,418.0%
QLD vs WST
+466.7%
+951.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.3% | +3.5% | +5.0% |
| 7D | -1.4% | +1.3% | -2.7% | -1.8% |
| 30D | -19.6% | +12.9% | -32.4% | -24.5% |
| 3M | -14.1% | +16.7% | -30.8% | -21.1% |
| 6M | -13.6% | +26.8% | -40.5% | -24.5% |
| YTD | +12.5% | +50.5% | -37.9% | -11.8% |
| 1Y | +13.1% | +52.9% | -39.7% | -12.3% |
| 3Y | +154.7% | +23.9% | +130.8% | +82.1% |
| 5Y | +81.1% | +1.0% | +80.1% | +51.2% |
| 10Y | +1,418.0% | +451.4% | +966.6% | +244.7% |
| All | +1,418.0% | +466.7% | +951.3% | +244.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling