+7.1%
QLD vs WST
+52.5%
-45.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.8% | +1.4% | -5.2% | -4.0% |
| 30D | -20.5% | +12.7% | -33.3% | -22.6% |
| 3M | -14.6% | +17.2% | -31.8% | -17.6% |
| 6M | -14.7% | +26.7% | -41.3% | -19.3% |
| YTD | +11.2% | +50.3% | -39.1% | -1.6% |
| 1Y | +7.1% | +50.2% | -43.1% | -5.2% |
| All | +7.1% | +52.5% | -45.5% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling