+735.8%
IVV vs WST
+9,232.2%
-8,496.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.4% | -3.3% |
| 7D | -4.8% | -5.8% | +1.0% | -3.1% |
| 30D | -5.9% | +5.3% | -11.2% | -7.3% |
| 3M | -4.5% | +11.8% | -16.3% | -7.7% |
| 6M | +1.8% | +26.7% | -24.9% | -5.4% |
| YTD | +8.4% | +43.0% | -34.6% | -3.6% |
| 1Y | +9.4% | +38.9% | -29.5% | -2.0% |
| 3Y | +75.3% | +18.2% | +57.1% | +50.8% |
| 5Y | +67.8% | -1.5% | +69.3% | +48.9% |
| 10Y | +314.2% | +439.0% | -124.8% | +93.4% |
| All | +735.8% | +9,232.2% | -8,496.3% | +51.1% |
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