+10.6%
IBKR vs WST
+47.3%
-36.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -6.8% | +1.3% | -8.0% | -7.0% |
| 30D | -12.5% | +8.5% | -21.0% | -13.7% |
| 3M | -12.0% | +17.2% | -29.3% | -14.5% |
| 6M | -4.5% | +36.3% | -40.8% | -10.6% |
| YTD | +21.5% | +48.9% | -27.5% | +8.5% |
| 1Y | +10.6% | +42.9% | -32.3% | 0.0% |
| All | +10.6% | +47.3% | -36.7% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling