+914.8%
IGV vs WST
+8,386.0%
-7,471.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.8% |
| 7D | -5.2% | -3.1% | -2.1% | -4.1% |
| 30D | -10.0% | +9.1% | -19.1% | -12.8% |
| 3M | -0.5% | +14.7% | -15.2% | -5.5% |
| 6M | +12.6% | +28.0% | -15.4% | +2.5% |
| YTD | -6.4% | +45.6% | -52.1% | -19.7% |
| 1Y | -9.5% | +45.7% | -55.2% | -22.5% |
| 3Y | +41.7% | +21.1% | +20.6% | +16.0% |
| 5Y | +12.7% | +0.3% | +12.3% | -2.6% |
| 10Y | +354.1% | +449.0% | -94.9% | +87.7% |
| All | +914.8% | +8,386.0% | -7,471.2% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling