+1,631.1%
QLD vs WST
+321.8%
+1,309.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.8% |
| 7D | +0.6% | +0.7% | -0.2% | +0.2% |
| 30D | -0.1% | -3.1% | +3.0% | +1.5% |
| 3M | -8.4% | +7.2% | -15.6% | -12.2% |
| 6M | +32.2% | +36.8% | -4.6% | +9.7% |
| YTD | +28.9% | +23.8% | +5.1% | +12.3% |
| 1Y | +43.8% | +37.8% | +6.1% | +16.5% |
| 3Y | +176.6% | -15.9% | +192.5% | +157.9% |
| 5Y | +121.6% | -25.8% | +147.4% | +124.7% |
| All | +1,631.1% | +321.8% | +1,309.3% | +399.3% |
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