+546.9%
IBB vs WST
+8,509.9%
-7,963.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.1% | +1.1% |
| 7D | -1.8% | -3.1% | +1.3% | -0.7% |
| 30D | +5.1% | +9.1% | -4.0% | +1.9% |
| 3M | +10.7% | +14.7% | -4.0% | +5.4% |
| 6M | +22.9% | +28.0% | -5.1% | +12.2% |
| YTD | +26.7% | +45.6% | -19.0% | +9.4% |
| 1Y | +35.1% | +45.7% | -10.5% | +16.5% |
| 3Y | +80.2% | +21.1% | +59.1% | +49.2% |
| 5Y | +37.8% | +0.3% | +37.5% | +19.2% |
| 10Y | +161.2% | +449.0% | -287.8% | +4.8% |
| All | +546.9% | +8,509.9% | -7,963.0% | -20.5% |
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