+439.6%
IRM vs WST
+325.7%
+114.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +3.0% | -1.7% | +4.7% | +3.4% |
| 30D | -5.2% | -4.3% | -0.9% | -4.4% |
| 3M | -8.0% | +0.7% | -8.8% | -8.4% |
| 6M | +9.2% | +36.0% | -26.9% | +1.5% |
| YTD | +41.0% | +22.7% | +18.2% | +33.7% |
| 1Y | +23.3% | +34.1% | -10.9% | +14.2% |
| 3Y | +102.8% | -13.6% | +116.4% | +97.7% |
| 5Y | +192.8% | -26.0% | +218.8% | +185.8% |
| 10Y | +439.6% | +335.8% | +103.9% | +254.3% |
| All | +439.6% | +325.7% | +114.0% | +254.3% |
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