+364.4%
IGV vs WST
+325.7%
+38.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.5% | -1.7% | +0.1% | -1.0% |
| 30D | -3.0% | -4.3% | +1.3% | -1.8% |
| 3M | +9.6% | +0.7% | +8.8% | +9.1% |
| 6M | +16.1% | +36.0% | -19.9% | +4.4% |
| YTD | -3.6% | +22.7% | -26.4% | -10.7% |
| 1Y | -7.8% | +34.1% | -41.9% | -17.6% |
| 3Y | +40.0% | -13.6% | +53.5% | +34.0% |
| 5Y | +21.2% | -26.0% | +47.2% | +21.3% |
| 10Y | +364.4% | +335.8% | +28.6% | +120.9% |
| All | +364.4% | +325.7% | +38.7% | +120.9% |
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