+84.8%
IEMG vs WST
-13.7%
+98.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +1.6% | -1.7% | +3.3% | +1.7% |
| 30D | +4.6% | -4.3% | +9.0% | +4.9% |
| 3M | +4.8% | +0.7% | +4.1% | +4.7% |
| 6M | +16.8% | +36.0% | -19.2% | +14.2% |
| YTD | +24.8% | +22.7% | +2.1% | +22.7% |
| 1Y | +34.3% | +34.1% | +0.2% | +31.1% |
| All | +84.8% | -13.7% | +98.5% | +84.5% |
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