+123.1%
IBB vs WST
+456.5%
-333.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.8% |
| 7D | -0.5% | +4.2% | -4.7% | -1.7% |
| 30D | +4.6% | +11.2% | -6.7% | +1.6% |
| 3M | +6.8% | +20.4% | -13.6% | +1.5% |
| 6M | +23.1% | +37.9% | -14.8% | +12.6% |
| YTD | +26.0% | +51.8% | -25.8% | +11.3% |
| 1Y | +30.4% | +56.6% | -26.2% | +14.0% |
| 3Y | +85.4% | +24.2% | +61.2% | +59.5% |
| 5Y | +39.7% | +0.7% | +39.1% | +27.8% |
| All | +123.1% | +456.5% | -333.4% | +0.1% |
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