+990.2%
IBKR vs WST
+344.2%
+646.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | -1.3% | +1.8% | -3.2% | -1.7% |
| 30D | -0.2% | -1.7% | +1.5% | +0.1% |
| 3M | +3.0% | +4.9% | -1.9% | +1.9% |
| 6M | +33.9% | +45.5% | -11.7% | +24.3% |
| YTD | +42.5% | +26.1% | +16.4% | +35.6% |
| 1Y | +44.9% | +31.7% | +13.2% | +36.4% |
| 3Y | +293.0% | -12.1% | +305.1% | +281.2% |
| 5Y | +497.7% | -23.6% | +521.2% | +497.7% |
| All | +990.2% | +344.2% | +646.0% | +484.6% |
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