+133.1%
IBB vs WST
+452.9%
-319.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -1.4% | +1.1% | -2.4% | -1.6% |
| 30D | +6.8% | +12.4% | -5.6% | +3.5% |
| 3M | +9.2% | +17.6% | -8.4% | +4.5% |
| 6M | +28.3% | +28.3% | +0.1% | +19.6% |
| YTD | +29.4% | +50.5% | -21.1% | +14.5% |
| 1Y | +33.2% | +49.4% | -16.2% | +18.0% |
| 3Y | +90.2% | +21.9% | +68.3% | +64.6% |
| 5Y | +44.0% | +0.4% | +43.6% | +31.7% |
| 10Y | +133.1% | +451.5% | -318.4% | +6.2% |
| All | +133.1% | +452.9% | -319.8% | +6.2% |
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