-73.0%
QS vs WST
-25.8%
-47.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.3% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | -8.1% | -4.6% | -3.4% | -6.1% |
| 3M | -27.0% | +5.7% | -32.7% | -28.9% |
| 6M | -16.4% | +37.6% | -54.0% | -28.2% |
| YTD | -46.4% | +23.0% | -69.4% | -51.7% |
| 1Y | -41.1% | +33.8% | -74.9% | -49.3% |
| 3Y | -18.6% | -13.4% | -5.3% | -20.5% |
| 5Y | -73.0% | -27.0% | -46.1% | -70.4% |
| All | -73.0% | -25.8% | -47.3% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling