-1.6%
IQV vs WST
-27.5%
+25.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | -2.6% | -1.7% | -0.9% | -2.0% |
| 30D | +6.2% | -4.3% | +10.5% | +7.8% |
| 3M | +38.0% | +0.7% | +37.2% | +37.5% |
| 6M | +43.9% | +36.0% | +7.9% | +28.1% |
| YTD | +14.0% | +22.7% | -8.7% | +5.1% |
| 1Y | +35.5% | +34.1% | +1.4% | +20.6% |
| 3Y | +20.3% | -13.6% | +33.9% | +17.2% |
| 5Y | -1.6% | -26.0% | +24.3% | +5.7% |
| All | -1.6% | -27.5% | +25.9% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling