+306.5%
IVV vs WST
+441.1%
-134.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.5% | -0.1% |
| 7D | -2.7% | -3.1% | +0.4% | -2.0% |
| 30D | -5.4% | +9.1% | -14.5% | -7.2% |
| 3M | -4.1% | +14.7% | -18.7% | -7.0% |
| 6M | +0.7% | +28.0% | -27.3% | -5.0% |
| YTD | +8.7% | +45.6% | -36.9% | -0.9% |
| 1Y | +11.0% | +45.7% | -34.7% | +1.0% |
| 3Y | +75.4% | +21.1% | +54.3% | +55.3% |
| 5Y | +68.3% | +0.3% | +68.0% | +54.2% |
| All | +306.5% | +441.1% | -134.6% | +109.9% |
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 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