+137.9%
IEMG vs WST
+341.6%
-203.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.4% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | +2.1% | -2.0% | +4.1% | +2.4% |
| 3M | +4.6% | +4.1% | +0.5% | +3.7% |
| 6M | +14.0% | +47.4% | -33.4% | +6.2% |
| YTD | +22.3% | +25.4% | -3.1% | +16.9% |
| 1Y | +30.7% | +35.3% | -4.6% | +22.8% |
| 3Y | +83.2% | -11.7% | +94.9% | +78.7% |
| 5Y | +47.0% | -24.0% | +71.0% | +45.8% |
| All | +137.9% | +341.6% | -203.8% | +43.7% |
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