+1,315.8%
QLD vs WST
+431.2%
+884.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.0% | -8.7% | -10.6% |
| 7D | -18.6% | -5.8% | -12.8% | -15.7% |
| 30D | -28.3% | +5.3% | -33.6% | -30.1% |
| 3M | -20.4% | +11.8% | -32.2% | -25.2% |
| 6M | -14.3% | +26.7% | -41.0% | -25.2% |
| YTD | +2.8% | +43.0% | -40.2% | -17.3% |
| 1Y | -1.2% | +38.9% | -40.1% | -19.3% |
| 3Y | +135.3% | +18.2% | +117.2% | +71.9% |
| 5Y | +62.6% | -1.5% | +64.1% | +36.3% |
| All | +1,315.8% | +431.2% | +884.6% | +229.7% |
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