+128.1%
IEF vs WST
+8,266.4%
-8,138.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.8% | +1.1% | -1.8% | -0.8% |
| 30D | +2.0% | +12.4% | -10.3% | +2.3% |
| 3M | -1.1% | +17.6% | -18.6% | -0.6% |
| 6M | -1.9% | +28.3% | -30.2% | -1.3% |
| YTD | -2.2% | +50.5% | -52.7% | -1.1% |
| 1Y | -2.3% | +49.4% | -51.7% | -1.2% |
| 3Y | +11.6% | +21.9% | -10.3% | +12.9% |
| 5Y | -7.1% | +0.4% | -7.4% | -6.5% |
| 10Y | +7.8% | +451.5% | -443.7% | +19.1% |
| All | +128.1% | +8,266.4% | -8,138.2% | +183.0% |
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 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