-53.8%
QS vs WST
+53.0%
-106.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.3% | +3.5% | +5.5% |
| 7D | +13.7% | +1.3% | +12.4% | +13.3% |
| 30D | -0.2% | +12.9% | -13.1% | -4.5% |
| 3M | -24.8% | +16.7% | -41.5% | -29.1% |
| 6M | -39.4% | +26.8% | -66.2% | -44.7% |
| YTD | -56.1% | +50.5% | -106.6% | -62.8% |
| 1Y | -72.5% | +52.9% | -125.4% | -76.8% |
| 3Y | -16.3% | +23.9% | -40.2% | -30.3% |
| 5Y | -87.6% | +1.0% | -88.6% | -90.1% |
| All | -53.8% | +53.0% | -106.8% | -52.5% |
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