+130.6%
IBB vs WST
+446.4%
-315.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +0.8% | +1.4% | -0.6% | +0.5% |
| 30D | +5.2% | +12.7% | -7.5% | +1.8% |
| 3M | +8.6% | +17.2% | -8.6% | +4.0% |
| 6M | +27.8% | +26.7% | +1.2% | +19.6% |
| YTD | +28.8% | +50.3% | -21.5% | +14.1% |
| 1Y | +36.4% | +50.2% | -13.8% | +20.7% |
| 3Y | +89.3% | +21.7% | +67.6% | +64.0% |
| 5Y | +43.3% | +2.0% | +41.2% | +30.0% |
| 10Y | +130.6% | +451.1% | -320.5% | +5.1% |
| All | +130.6% | +446.4% | -315.7% | +5.1% |
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