+571.7%
QQQ vs WST
+325.7%
+246.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | +1.0% | -1.7% | +2.7% | +1.4% |
| 30D | -0.6% | -4.3% | +3.7% | +0.5% |
| 3M | +1.3% | +0.7% | +0.6% | +0.9% |
| 6M | +18.1% | +36.0% | -17.9% | +7.8% |
| YTD | +16.9% | +22.7% | -5.9% | +9.4% |
| 1Y | +24.0% | +34.1% | -10.1% | +12.5% |
| 3Y | +95.6% | -13.6% | +109.2% | +88.6% |
| 5Y | +94.5% | -26.0% | +120.5% | +93.6% |
| 10Y | +571.7% | +335.8% | +235.9% | +243.0% |
| All | +571.7% | +325.7% | +246.0% | +243.0% |
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