+354.8%
IGV vs WST
+466.7%
-111.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +1.6% |
| 7D | -0.4% | +1.3% | -1.7% | -0.8% |
| 30D | -9.9% | +12.9% | -22.8% | -13.2% |
| 3M | -1.2% | +16.7% | -17.9% | -5.9% |
| 6M | +11.3% | +26.8% | -15.5% | +3.0% |
| YTD | -4.0% | +50.5% | -54.5% | -16.6% |
| 1Y | -7.3% | +52.9% | -60.2% | -20.0% |
| 3Y | +42.8% | +23.9% | +18.8% | +19.1% |
| 5Y | +13.7% | +1.0% | +12.6% | +1.8% |
| 10Y | +354.8% | +451.4% | -96.6% | +84.0% |
| All | +354.8% | +466.7% | -111.9% | +84.0% |
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