+231.0%
IQV vs WST
+341.6%
-110.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.7% |
| 7D | -5.3% | +0.4% | -5.7% | -5.4% |
| 30D | +5.5% | -2.0% | +7.5% | +6.4% |
| 3M | +41.2% | +4.1% | +37.1% | +38.8% |
| 6M | +50.5% | +47.4% | +3.1% | +27.5% |
| YTD | +14.1% | +25.4% | -11.3% | +3.2% |
| 1Y | +39.9% | +35.3% | +4.6% | +22.0% |
| 3Y | +20.5% | -11.7% | +32.2% | +14.4% |
| 5Y | -1.2% | -24.0% | +22.8% | -1.8% |
| All | +231.0% | +341.6% | -110.7% | +46.9% |
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