-97.3%
IRE vs WST
+49.4%
-146.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.1% | +12.0% | +12.1% |
| 7D | -15.1% | +1.1% | -16.2% | -14.7% |
| 30D | -71.4% | +12.4% | -83.7% | -72.9% |
| 3M | -81.2% | +17.6% | -98.7% | -82.7% |
| 6M | -93.7% | +28.3% | -122.0% | -94.7% |
| YTD | -92.2% | +50.5% | -142.7% | -94.5% |
| 1Y | -97.3% | +49.4% | -146.6% | -98.0% |
| All | -97.3% | +49.4% | -146.7% | -98.0% |
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