+150.3%
IJR vs WST
+456.5%
-306.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.3% |
| 7D | +2.2% | +4.2% | -2.1% | +1.2% |
| 30D | +3.8% | +11.2% | -7.4% | +1.4% |
| 3M | -5.7% | +20.4% | -26.1% | -9.6% |
| 6M | +4.6% | +37.9% | -33.2% | -2.8% |
| YTD | +18.0% | +51.8% | -33.8% | +6.7% |
| 1Y | +21.8% | +56.6% | -34.8% | +9.3% |
| 3Y | +61.1% | +24.2% | +36.9% | +42.7% |
| 5Y | +27.3% | +0.7% | +26.7% | +16.8% |
| All | +150.3% | +456.5% | -306.3% | +19.9% |
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 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