+1,421.8%
IBKR vs WST
+1,438.4%
-16.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | +3.7% | -4.6% | +8.3% | +5.2% |
| 3M | +4.2% | +5.7% | -1.5% | +2.0% |
| 6M | +36.6% | +37.6% | -0.9% | +22.0% |
| YTD | +41.9% | +23.0% | +18.8% | +31.1% |
| 1Y | +49.5% | +33.8% | +15.7% | +33.6% |
| 3Y | +291.3% | -13.4% | +304.7% | +268.1% |
| 5Y | +492.7% | -27.0% | +519.6% | +477.0% |
| 10Y | +994.0% | +324.5% | +669.4% | +305.1% |
| All | +1,421.8% | +1,438.4% | -16.5% | +113.8% |
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