+166.7%
IJR vs WST
+341.6%
-175.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.4% |
| 7D | -2.3% | +0.4% | -2.8% | -2.4% |
| 30D | -4.7% | -2.0% | -2.7% | -4.3% |
| 3M | +2.1% | +4.1% | -2.0% | +1.1% |
| 6M | +13.9% | +47.4% | -33.6% | +4.0% |
| YTD | +18.2% | +25.4% | -7.2% | +11.6% |
| 1Y | +21.8% | +35.3% | -13.5% | +12.7% |
| 3Y | +52.2% | -11.7% | +63.9% | +47.4% |
| 5Y | +40.1% | -24.0% | +64.1% | +37.7% |
| All | +166.7% | +341.6% | -175.0% | +40.3% |
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