-97.1%
IRE vs WST
+44.5%
-141.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +1.9% | +37.7% | +38.2% |
| 7D | -27.2% | -3.1% | -24.1% | -24.4% |
| 30D | -75.1% | +9.1% | -84.2% | -76.0% |
| 3M | -77.9% | +14.7% | -92.6% | -79.4% |
| 6M | -94.6% | +28.0% | -122.6% | -95.5% |
| YTD | -91.5% | +45.6% | -137.2% | -93.7% |
| 1Y | -97.8% | +45.7% | -143.5% | -98.3% |
| All | -97.1% | +44.5% | -141.6% | -97.8% |
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