+65.8%
IEFA vs WST
+24.3%
+41.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | +2.2% | +4.2% | -2.0% | +1.9% |
| 30D | +1.1% | +11.2% | -10.2% | +0.4% |
| 3M | -4.3% | +20.4% | -24.6% | -5.4% |
| 6M | +1.4% | +37.9% | -36.5% | -0.8% |
| YTD | +10.1% | +51.8% | -41.7% | +6.7% |
| 1Y | +12.9% | +56.6% | -43.7% | +9.2% |
| 3Y | +65.8% | +24.2% | +41.6% | +51.8% |
| All | +65.8% | +24.3% | +41.5% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling