+336.0%
IR vs WST
+349.2%
-13.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.1% | +1.1% | 0.0% | +0.8% |
| 30D | +7.6% | +12.4% | -4.8% | +4.4% |
| 3M | +0.1% | +17.6% | -17.5% | -4.0% |
| 6M | +14.0% | +28.3% | -14.3% | +6.7% |
| YTD | +7.5% | +50.5% | -43.0% | -3.9% |
| 1Y | +10.1% | +49.4% | -39.3% | -1.4% |
| 3Y | +24.9% | +21.9% | +3.0% | +9.9% |
| 5Y | +46.9% | +0.4% | +46.5% | +34.7% |
| All | +336.0% | +349.2% | -13.3% | +109.1% |
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