+481.1%
IRM vs WST
+466.7%
+14.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.3% | +0.7% | +3.3% |
| 7D | -3.8% | +1.3% | -5.0% | -3.9% |
| 30D | -3.2% | +12.9% | -16.1% | -5.6% |
| 3M | -7.8% | +16.7% | -24.5% | -10.8% |
| 6M | -12.7% | +26.8% | -39.5% | -17.2% |
| YTD | +36.7% | +50.5% | -13.8% | +24.1% |
| 1Y | +10.0% | +52.9% | -42.8% | -0.4% |
| 3Y | +107.2% | +23.9% | +83.3% | +85.6% |
| 5Y | +181.6% | +1.0% | +180.5% | +157.6% |
| 10Y | +481.1% | +451.4% | +29.8% | +250.5% |
| All | +481.1% | +466.7% | +14.4% | +250.5% |
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