+39.1%
IGV vs WST
+16.9%
+22.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | -5.2% | -3.1% | -2.1% | -4.9% |
| 30D | -10.0% | +9.1% | -19.1% | -10.6% |
| 3M | -0.5% | +14.7% | -15.2% | -1.7% |
| 6M | +12.6% | +28.0% | -15.4% | +10.2% |
| YTD | -6.4% | +45.6% | -52.1% | -9.8% |
| 1Y | -9.5% | +45.7% | -55.2% | -12.8% |
| All | +39.1% | +16.9% | +22.2% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling