+50.0%
IEMG vs WST
-26.5%
+76.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +1.6% | -1.7% | +3.3% | +1.8% |
| 30D | +4.6% | -4.3% | +9.0% | +5.2% |
| 3M | +4.8% | +0.7% | +4.1% | +4.7% |
| 6M | +16.8% | +36.0% | -19.2% | +12.4% |
| YTD | +24.8% | +22.7% | +2.1% | +21.4% |
| 1Y | +34.3% | +34.1% | +0.2% | +28.9% |
| 3Y | +87.0% | -13.6% | +100.5% | +84.8% |
| All | +50.0% | -26.5% | +76.5% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling