+343.2%
IGV vs WST
+448.5%
-105.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.7% |
| 7D | -5.2% | -3.1% | -2.1% | -4.3% |
| 30D | -10.0% | +9.1% | -19.1% | -12.4% |
| 3M | -0.5% | +14.7% | -15.2% | -4.8% |
| 6M | +12.6% | +28.0% | -15.4% | +3.9% |
| YTD | -6.4% | +45.6% | -52.1% | -17.9% |
| 1Y | -9.5% | +45.7% | -55.2% | -20.7% |
| 3Y | +41.7% | +21.1% | +20.6% | +18.7% |
| 5Y | +12.7% | +0.3% | +12.3% | +0.6% |
| All | +343.2% | +448.5% | -105.3% | +81.1% |
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