+1,469.9%
QQQ vs WST
+7,067.9%
-5,598.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -1.5% | +1.4% | -2.9% | -1.9% |
| 30D | -10.2% | +12.7% | -22.9% | -13.8% |
| 3M | -6.3% | +17.2% | -23.5% | -11.4% |
| 6M | -4.9% | +26.7% | -31.6% | -12.8% |
| YTD | +10.2% | +50.3% | -40.1% | -5.7% |
| 1Y | +8.8% | +50.2% | -41.5% | -7.1% |
| 3Y | +81.4% | +21.7% | +59.6% | +50.0% |
| 5Y | +78.5% | +2.0% | +76.5% | +53.6% |
| 10Y | +523.8% | +451.1% | +72.7% | +159.4% |
| All | +1,469.9% | +7,067.9% | -5,598.0% | +81.8% |
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 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