+899.0%
ITOT vs WST
+4,603.9%
-3,704.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +0.7% | -0.3% | +0.9% | +0.7% |
| 30D | -1.1% | -4.6% | +3.5% | +0.3% |
| 3M | +3.9% | +5.7% | -1.8% | +1.9% |
| 6M | +14.7% | +37.6% | -22.8% | +3.3% |
| YTD | +13.3% | +23.0% | -9.7% | +5.2% |
| 1Y | +19.1% | +33.8% | -14.7% | +7.1% |
| 3Y | +77.3% | -13.4% | +90.7% | +68.2% |
| 5Y | +74.1% | -27.0% | +101.0% | +70.1% |
| 10Y | +293.1% | +324.5% | -31.4% | +87.3% |
| All | +899.0% | +4,603.9% | -3,704.9% | +111.7% |
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