+312.0%
IVV vs WST
+449.7%
-137.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +3.3% | +4.9% | -1.5% | +2.3% |
| 30D | -2.7% | +10.7% | -13.3% | -4.8% |
| 3M | -1.7% | +16.8% | -18.5% | -5.1% |
| 6M | +3.2% | +32.0% | -28.8% | -3.3% |
| YTD | +12.0% | +49.9% | -37.9% | +1.4% |
| 1Y | +12.1% | +50.6% | -38.5% | +1.3% |
| 3Y | +78.6% | +21.4% | +57.2% | +58.6% |
| 5Y | +73.8% | -0.6% | +74.4% | +60.4% |
| All | +312.0% | +449.7% | -137.7% | +111.5% |
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