+148.1%
IEFA vs WST
+456.5%
-308.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | +2.2% | +4.2% | -2.0% | +1.5% |
| 30D | +1.1% | +11.2% | -10.2% | -0.7% |
| 3M | -4.3% | +20.4% | -24.6% | -7.3% |
| 6M | +1.4% | +37.9% | -36.5% | -4.2% |
| YTD | +10.1% | +51.8% | -41.7% | +1.8% |
| 1Y | +12.9% | +56.6% | -43.7% | +3.8% |
| 3Y | +65.8% | +24.2% | +41.6% | +50.9% |
| 5Y | +47.7% | +0.7% | +47.0% | +37.6% |
| All | +148.1% | +456.5% | -308.4% | +51.4% |
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 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