-55.1%
QS vs WST
+52.8%
-107.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +8.0% | +1.4% | +6.6% | +7.6% |
| 30D | -2.8% | +12.7% | -15.6% | -6.9% |
| 3M | -28.1% | +17.2% | -45.3% | -32.3% |
| 6M | -41.0% | +26.7% | -67.6% | -46.1% |
| YTD | -57.3% | +50.3% | -107.6% | -63.7% |
| 1Y | -72.7% | +50.2% | -122.9% | -76.8% |
| 3Y | -18.6% | +21.7% | -40.4% | -31.6% |
| 5Y | -87.0% | +2.0% | -89.0% | -89.6% |
| All | -55.1% | +52.8% | -107.8% | -53.7% |
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 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