+1,351.8%
QLD vs WST
+441.1%
+910.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.7% | +1.5% |
| 7D | -10.3% | -3.1% | -7.2% | -8.5% |
| 30D | -26.1% | +9.1% | -35.2% | -29.3% |
| 3M | -17.8% | +14.7% | -32.4% | -23.7% |
| 6M | -15.6% | +28.0% | -43.6% | -26.7% |
| YTD | +5.4% | +45.6% | -40.3% | -16.0% |
| 1Y | +5.2% | +45.7% | -40.4% | -16.3% |
| 3Y | +139.4% | +21.1% | +118.4% | +72.3% |
| 5Y | +66.7% | +0.3% | +66.4% | +38.4% |
| All | +1,351.8% | +441.1% | +910.7% | +234.8% |
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