-97.9%
IRE vs WST
+41.8%
-139.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -4.0% | -30.0% | -31.2% |
| 7D | -57.1% | -5.8% | -51.3% | -54.8% |
| 30D | -84.4% | +5.3% | -89.8% | -84.7% |
| 3M | -85.0% | +11.8% | -96.8% | -85.8% |
| 6M | -95.2% | +26.7% | -121.9% | -96.0% |
| YTD | -93.9% | +43.0% | -136.9% | -95.4% |
| 1Y | -98.8% | +38.9% | -137.7% | -99.1% |
| All | -97.9% | +41.8% | -139.8% | -98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling