+535.8%
IBB vs WST
+8,352.1%
-7,816.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.0% | -1.1% | -3.6% |
| 7D | -3.6% | -5.8% | +2.2% | -1.5% |
| 30D | +3.4% | +5.3% | -1.9% | +1.5% |
| 3M | +9.5% | +11.8% | -2.3% | +5.2% |
| 6M | +23.3% | +26.7% | -3.4% | +13.0% |
| YTD | +24.5% | +43.0% | -18.4% | +8.2% |
| 1Y | +32.9% | +38.9% | -5.9% | +16.5% |
| 3Y | +76.6% | +18.2% | +58.4% | +47.5% |
| 5Y | +35.5% | -1.5% | +37.0% | +17.9% |
| 10Y | +156.7% | +439.0% | -282.2% | +3.7% |
| All | +535.8% | +8,352.1% | -7,816.2% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling