+145.4%
IEMG vs WST
+1,251.6%
-1,106.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +2.2% | +0.7% | +1.5% | +2.1% |
| 30D | +4.6% | -3.1% | +7.8% | +5.2% |
| 3M | +0.4% | +7.2% | -6.8% | -1.1% |
| 6M | +16.4% | +36.8% | -20.5% | +8.9% |
| YTD | +25.4% | +23.8% | +1.6% | +19.5% |
| 1Y | +38.3% | +37.8% | +0.5% | +28.5% |
| 3Y | +84.1% | -15.9% | +100.0% | +80.9% |
| 5Y | +49.0% | -25.8% | +74.8% | +48.0% |
| 10Y | +141.8% | +319.6% | -177.8% | +35.5% |
| All | +145.4% | +1,251.6% | -1,106.2% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling