-1.6%
IEF vs WST
+34.9%
-36.5%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.3% |
| 7D | -0.3% | -1.7% | +1.4% | -0.3% |
| 30D | -0.6% | -4.3% | +3.7% | -0.5% |
| 3M | -1.0% | +0.7% | -1.7% | -1.0% |
| 6M | -3.1% | +36.0% | -39.1% | -3.7% |
| YTD | -1.9% | +22.7% | -24.6% | -2.3% |
| All | -1.6% | +34.9% | -36.5% | -2.4% |
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