-19.3%
IREN vs WST
-6.1%
-13.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.1% | -7.7% | -7.8% |
| 7D | -19.3% | +1.4% | -20.7% | -19.6% |
| 30D | -43.9% | +12.7% | -56.7% | -46.9% |
| 3M | -49.1% | +17.2% | -66.2% | -52.8% |
| 6M | -67.8% | +26.7% | -94.4% | -71.5% |
| YTD | -47.8% | +50.3% | -98.1% | -57.9% |
| 1Y | -67.2% | +50.2% | -117.4% | -73.6% |
| 3Y | +566.6% | +21.7% | +544.8% | +407.8% |
| All | -19.3% | -6.1% | -13.2% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling