-44.6%
QS vs WST
+25.9%
-70.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.5% |
| 3M | -39.6% | +7.2% | -46.9% | -41.2% |
| 6M | -21.7% | +36.8% | -58.5% | -31.0% |
| YTD | -47.4% | +23.8% | -71.3% | -51.9% |
| 1Y | -28.4% | +37.8% | -66.1% | -37.4% |
| 3Y | -22.6% | -15.9% | -6.7% | -23.1% |
| 5Y | -75.6% | -25.8% | -49.8% | -80.1% |
| All | -44.6% | +25.9% | -70.5% | -38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling