+142.2%
IEFA vs WST
+341.6%
-199.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.3% |
| 7D | -2.4% | +0.4% | -2.9% | -2.5% |
| 30D | -2.1% | -2.0% | -0.1% | -1.8% |
| 3M | +5.5% | +4.1% | +1.4% | +4.7% |
| 6M | +8.1% | +47.4% | -39.3% | +0.8% |
| YTD | +11.9% | +25.4% | -13.5% | +7.0% |
| 1Y | +18.1% | +35.3% | -17.2% | +11.1% |
| 3Y | +65.5% | -11.7% | +77.1% | +61.4% |
| 5Y | +50.1% | -24.0% | +74.1% | +47.4% |
| All | +142.2% | +341.6% | -199.5% | +57.2% |
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