+534.7%
QQQ vs WST
+456.5%
+78.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | +3.6% | +4.2% | -0.6% | +2.5% |
| 30D | -6.7% | +11.2% | -17.9% | -9.3% |
| 3M | -7.0% | +20.4% | -27.4% | -11.7% |
| 6M | -4.7% | +37.9% | -42.5% | -12.9% |
| YTD | +11.1% | +51.8% | -40.7% | -2.0% |
| 1Y | +12.3% | +56.6% | -44.3% | -1.9% |
| 3Y | +83.3% | +24.2% | +59.1% | +56.8% |
| 5Y | +77.5% | +0.7% | +76.8% | +60.7% |
| All | +534.7% | +456.5% | +78.1% | +188.6% |
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