-38.8%
QS vs WST
+33.7%
-72.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -32.3% |
| YTD | -49.9% | +22.7% | -72.6% | -54.8% |
| 1Y | -38.8% | +34.1% | -72.9% | -43.6% |
| All | -38.8% | +33.7% | -72.5% | -43.6% |
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