+22.9%
IP vs WST
+321.8%
-298.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | -5.3% | +0.7% | -6.0% | -5.4% |
| 30D | -10.9% | -3.1% | -7.7% | -10.3% |
| 3M | +11.2% | +7.2% | +4.0% | +9.4% |
| 6M | -10.2% | +36.8% | -47.0% | -16.1% |
| YTD | -2.0% | +23.8% | -25.8% | -6.7% |
| 1Y | -19.1% | +37.8% | -56.9% | -24.6% |
| 3Y | +20.9% | -15.9% | +36.7% | +18.4% |
| 5Y | -17.8% | -25.8% | +8.0% | -19.6% |
| All | +22.9% | +321.8% | -298.9% | -33.6% |
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