+1,158.3%
IJR vs WST
+7,919.1%
-6,760.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -0.2% | +0.7% | -0.9% | -0.4% |
| 30D | -2.4% | -3.1% | +0.7% | -1.4% |
| 3M | +3.9% | +7.2% | -3.3% | +1.2% |
| 6M | +12.4% | +36.8% | -24.4% | -0.3% |
| YTD | +21.5% | +23.8% | -2.4% | +11.2% |
| 1Y | +24.0% | +37.8% | -13.8% | +8.6% |
| 3Y | +49.7% | -15.9% | +65.6% | +42.3% |
| 5Y | +39.7% | -25.8% | +65.5% | +34.1% |
| 10Y | +169.0% | +319.6% | -150.6% | +11.2% |
| All | +1,158.3% | +7,919.1% | -6,760.8% | +56.0% |
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