-20.3%
IREN vs WST
-6.3%
-14.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.3% |
| 7D | +8.0% | +4.9% | +3.2% | +5.7% |
| 30D | -44.0% | +10.7% | -54.7% | -46.5% |
| 3M | -55.4% | +16.8% | -72.2% | -58.6% |
| 6M | -65.6% | +32.0% | -97.5% | -70.1% |
| YTD | -48.4% | +49.9% | -98.4% | -58.4% |
| 1Y | -65.0% | +50.6% | -115.7% | -71.9% |
| 3Y | +558.1% | +21.4% | +536.7% | +402.0% |
| All | -20.3% | -6.3% | -14.0% | -28.5% |
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