-28.4%
QS vs WST
+37.6%
-65.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -2.3% | +0.7% | -3.1% | -2.6% |
| 30D | -0.7% | -3.1% | +2.4% | +0.6% |
| 3M | -39.6% | +7.2% | -46.9% | -41.1% |
| 6M | -21.7% | +36.8% | -58.5% | -31.8% |
| YTD | -47.4% | +23.8% | -71.3% | -52.9% |
| 1Y | -28.4% | +37.8% | -66.1% | -35.3% |
| All | -28.4% | +37.6% | -65.9% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling