+544.5%
QQQ vs WST
+451.8%
+92.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | -0.2% | +1.1% | -1.3% | -0.5% |
| 30D | -7.5% | +12.4% | -19.8% | -10.3% |
| 3M | -3.8% | +17.6% | -21.4% | -8.0% |
| 6M | -3.0% | +28.3% | -31.3% | -9.7% |
| YTD | +12.8% | +50.5% | -37.7% | -0.2% |
| 1Y | +11.6% | +49.4% | -37.8% | -1.2% |
| 3Y | +85.6% | +21.9% | +63.7% | +59.8% |
| 5Y | +82.1% | +0.4% | +81.8% | +64.9% |
| All | +544.5% | +451.8% | +92.7% | +193.8% |
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