+1,068.3%
IJH vs WST
+7,866.8%
-6,798.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.4% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | -3.1% | -4.6% | +1.5% | -1.7% |
| 3M | +1.9% | +5.7% | -3.8% | -0.2% |
| 6M | +11.0% | +37.6% | -26.6% | -0.9% |
| YTD | +14.7% | +23.0% | -8.3% | +5.9% |
| 1Y | +15.6% | +33.8% | -18.2% | +3.1% |
| 3Y | +52.5% | -13.4% | +65.9% | +44.0% |
| 5Y | +49.1% | -27.0% | +76.0% | +44.9% |
| 10Y | +177.7% | +324.5% | -146.9% | +25.8% |
| All | +1,068.3% | +7,866.8% | -6,798.5% | +77.1% |
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 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