+8,329.0%
QLD vs WST
+2,731.3%
+5,597.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.6% |
| 7D | -9.4% | +1.3% | -10.7% | -10.2% |
| 30D | -17.1% | +8.5% | -25.6% | -21.6% |
| 3M | -10.4% | +17.2% | -27.6% | -20.0% |
| 6M | +0.7% | +36.3% | -35.5% | -19.6% |
| YTD | +17.7% | +48.9% | -31.2% | -13.4% |
| 1Y | +14.7% | +42.9% | -28.2% | -13.5% |
| 3Y | +169.6% | +23.1% | +146.6% | +74.9% |
| 5Y | +86.7% | -4.4% | +91.0% | +47.2% |
| 10Y | +1,600.8% | +461.3% | +1,139.4% | +181.7% |
| All | +8,329.0% | +2,731.3% | +5,597.7% | +244.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling