+74.0%
ITOT vs WST
-24.9%
+99.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.0% |
| 7D | -2.0% | +0.4% | -2.5% | -2.1% |
| 30D | -2.0% | -2.0% | +0.1% | -1.7% |
| 3M | +4.5% | +4.1% | +0.5% | +3.7% |
| 6M | +12.6% | +47.4% | -34.8% | +5.2% |
| YTD | +12.0% | +25.4% | -13.4% | +7.2% |
| 1Y | +17.3% | +35.3% | -18.0% | +10.5% |
| 3Y | +75.2% | -11.7% | +86.9% | +72.3% |
| 5Y | +74.0% | -24.0% | +98.0% | +70.9% |
| All | +74.0% | -24.9% | +99.0% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling