+133.0%
IEMG vs WST
+456.5%
-323.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +2.7% | +4.2% | -1.5% | +2.0% |
| 30D | -5.7% | +11.2% | -16.9% | -7.4% |
| 3M | -8.8% | +20.4% | -29.2% | -11.7% |
| 6M | -8.9% | +37.9% | -46.8% | -14.0% |
| YTD | +11.2% | +51.8% | -40.6% | +2.8% |
| 1Y | +12.2% | +56.6% | -44.4% | +3.1% |
| 3Y | +68.5% | +24.2% | +44.3% | +53.3% |
| 5Y | +34.3% | +0.7% | +33.7% | +26.1% |
| All | +133.0% | +456.5% | -323.5% | +32.9% |
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