-97.2%
IRE vs WST
+49.3%
-146.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.3% | -5.8% | -4.9% |
| 7D | -15.5% | +1.3% | -16.8% | -15.3% |
| 30D | -70.4% | +12.9% | -83.3% | -72.2% |
| 3M | -81.6% | +16.7% | -98.3% | -83.1% |
| 6M | -94.7% | +26.8% | -121.5% | -95.5% |
| YTD | -91.8% | +50.5% | -142.2% | -94.0% |
| 1Y | -97.6% | +52.9% | -150.4% | -98.2% |
| All | -97.2% | +49.3% | -146.5% | -97.9% |
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