+1,570.9%
QQQ vs WST
+5,806.8%
-4,235.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +0.4% | +0.7% | -0.4% | +0.1% |
| 30D | +0.2% | -3.1% | +3.4% | +1.3% |
| 3M | -2.8% | +7.2% | -10.0% | -5.4% |
| 6M | +18.0% | +36.8% | -18.8% | +4.8% |
| YTD | +17.3% | +23.8% | -6.5% | +7.4% |
| 1Y | +25.6% | +37.8% | -12.2% | +9.9% |
| 3Y | +93.7% | -15.9% | +109.6% | +83.8% |
| 5Y | +94.2% | -25.8% | +120.0% | +87.7% |
| 10Y | +557.9% | +319.6% | +238.3% | +201.2% |
| All | +1,570.9% | +5,806.8% | -4,235.9% | +107.0% |
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 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