+973.2%
IGV vs WST
+7,115.9%
-6,142.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -4.5% | +0.7% | -5.2% | -4.8% |
| 30D | +3.2% | -3.1% | +6.4% | +4.3% |
| 3M | +4.5% | +7.2% | -2.7% | +1.6% |
| 6M | +22.1% | +36.8% | -14.7% | +7.6% |
| YTD | -1.0% | +23.8% | -24.9% | -9.9% |
| 1Y | -2.1% | +37.8% | -39.9% | -14.9% |
| 3Y | +44.6% | -15.9% | +60.5% | +36.8% |
| 5Y | +22.2% | -25.8% | +48.0% | +18.7% |
| 10Y | +364.7% | +319.6% | +45.1% | +112.1% |
| All | +973.2% | +7,115.9% | -6,142.7% | +64.6% |
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 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