+357.1%
IGV vs WST
+446.4%
-89.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.3% | +1.4% | -3.6% | -2.7% |
| 30D | -11.0% | +12.7% | -23.7% | -14.2% |
| 3M | -4.5% | +17.2% | -21.6% | -9.1% |
| 6M | +10.1% | +26.7% | -16.6% | +1.9% |
| YTD | -5.1% | +50.3% | -55.3% | -17.5% |
| 1Y | -10.2% | +50.2% | -60.5% | -22.1% |
| 3Y | +37.7% | +21.7% | +16.0% | +15.9% |
| 5Y | +15.7% | +2.0% | +13.6% | +3.1% |
| 10Y | +357.1% | +451.1% | -94.0% | +85.6% |
| All | +357.1% | +446.4% | -89.3% | +85.6% |
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