+81.4%
QQQ vs WST
+23.5%
+57.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | -1.5% | +1.4% | -2.9% | -1.6% |
| 30D | -10.2% | +12.7% | -22.9% | -11.0% |
| 3M | -6.3% | +17.2% | -23.5% | -7.5% |
| 6M | -4.9% | +26.7% | -31.6% | -6.8% |
| YTD | +10.2% | +50.3% | -40.1% | +6.2% |
| 1Y | +8.8% | +50.2% | -41.5% | +4.8% |
| 3Y | +81.4% | +21.7% | +59.6% | +66.7% |
| All | +81.4% | +23.5% | +57.9% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling