+284.6%
IBKR vs WST
-11.8%
+296.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.1% |
| 7D | -3.8% | +0.4% | -4.2% | -3.8% |
| 30D | -0.3% | -2.0% | +1.7% | -0.2% |
| 3M | +4.8% | +4.1% | +0.7% | +4.4% |
| 6M | +30.8% | +47.4% | -16.6% | +26.7% |
| YTD | +39.5% | +25.4% | +14.1% | +36.4% |
| 1Y | +43.7% | +35.3% | +8.3% | +39.9% |
| All | +284.6% | -11.8% | +296.4% | +281.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling