+102.6%
IRM vs WST
-15.4%
+118.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | -8.1% | -3.1% | -4.9% | -7.7% |
| 3M | -9.7% | +7.2% | -16.9% | -10.8% |
| 6M | +10.0% | +36.8% | -26.8% | +4.5% |
| YTD | +43.0% | +23.8% | +19.1% | +37.5% |
| 1Y | +32.7% | +37.8% | -5.1% | +25.3% |
| All | +102.6% | -15.4% | +118.0% | +102.7% |
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 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