+25.4%
IP vs WST
+431.2%
-405.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -3.2% |
| 7D | -5.0% | -5.8% | +0.8% | -3.8% |
| 30D | +6.5% | +5.3% | +1.2% | +5.5% |
| 3M | -18.0% | +11.8% | -29.8% | -19.8% |
| 6M | +10.3% | +26.7% | -16.4% | +5.0% |
| YTD | -9.9% | +43.0% | -52.9% | -16.6% |
| 1Y | -1.1% | +38.9% | -39.9% | -8.0% |
| 3Y | +13.0% | +18.2% | -5.2% | +2.1% |
| 5Y | -12.3% | -1.5% | -10.8% | -19.7% |
| All | +25.4% | +431.2% | -405.8% | -35.4% |
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