+253.5%
TQQQ vs WST
-13.7%
+267.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +2.8% | -1.7% | +4.5% | +3.3% |
| 30D | -3.0% | -4.3% | +1.3% | -1.9% |
| 3M | -2.7% | +0.7% | -3.5% | -3.0% |
| 6M | +45.4% | +36.0% | +9.4% | +33.1% |
| YTD | +36.3% | +22.7% | +13.5% | +27.8% |
| 1Y | +53.4% | +34.1% | +19.3% | +40.1% |
| All | +253.5% | -13.7% | +267.2% | +279.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling