-97.7%
IRE vs WST
+47.3%
-145.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +0.4% | -23.7% | -23.5% |
| 7D | -46.8% | +1.3% | -48.1% | -47.3% |
| 30D | -75.5% | +8.5% | -84.0% | -76.7% |
| 3M | -79.4% | +17.2% | -96.6% | -81.4% |
| 6M | -91.3% | +36.3% | -127.5% | -93.2% |
| YTD | -90.8% | +48.9% | -139.7% | -93.6% |
| 1Y | -97.7% | +42.9% | -140.6% | -98.3% |
| All | -97.7% | +47.3% | -145.0% | -98.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling