+140.9%
QSR vs WST
+456.5%
-315.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | -2.9% | +4.2% | -7.2% | -3.6% |
| 30D | +4.1% | +11.2% | -7.1% | +2.3% |
| 3M | -0.7% | +20.4% | -21.0% | -3.7% |
| 6M | +0.4% | +37.9% | -37.4% | -4.9% |
| YTD | +13.5% | +51.8% | -38.3% | +5.4% |
| 1Y | +11.0% | +56.6% | -45.6% | +2.5% |
| 3Y | +22.0% | +24.2% | -2.2% | +12.3% |
| 5Y | +57.1% | +0.7% | +56.4% | +49.1% |
| All | +140.9% | +456.5% | -315.7% | +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 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