-47.3%
QS vs WST
+24.8%
-72.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.2% | -6.4% | -6.5% |
| 7D | -4.2% | -1.7% | -2.6% | -3.6% |
| 30D | -15.7% | -4.3% | -11.4% | -14.3% |
| 3M | -28.7% | +0.7% | -29.4% | -28.8% |
| 6M | -23.2% | +36.0% | -59.3% | -32.1% |
| YTD | -49.9% | +22.7% | -72.6% | -54.1% |
| 1Y | -38.8% | +34.1% | -72.9% | -46.0% |
| 3Y | -24.0% | -13.6% | -10.5% | -25.7% |
| 5Y | -75.6% | -26.0% | -49.6% | -80.0% |
| All | -47.3% | +24.8% | -72.0% | -41.4% |
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