+13.8%
IP vs WST
+16.9%
-3.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -3.5% |
| 7D | -5.0% | -5.8% | +0.8% | -4.4% |
| 30D | +6.5% | +5.3% | +1.2% | +6.0% |
| 3M | -18.0% | +11.8% | -29.8% | -18.9% |
| 6M | +10.3% | +26.7% | -16.4% | +7.6% |
| YTD | -9.9% | +43.0% | -52.9% | -13.5% |
| 1Y | -1.1% | +38.9% | -39.9% | -4.9% |
| All | +13.8% | +16.9% | -3.1% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling