+776.1%
IVV vs WST
+7,983.6%
-7,207.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +0.1% | -3.1% | +3.2% | +1.0% |
| 3M | +2.0% | +7.2% | -5.2% | -0.3% |
| 6M | +13.0% | +36.8% | -23.8% | +2.3% |
| YTD | +13.6% | +23.8% | -10.3% | +5.4% |
| 1Y | +20.1% | +37.8% | -17.7% | +7.3% |
| 3Y | +77.6% | -15.9% | +93.5% | +70.4% |
| 5Y | +82.5% | -25.8% | +108.3% | +77.1% |
| 10Y | +316.5% | +319.6% | -3.1% | +110.2% |
| All | +776.1% | +7,983.6% | -7,207.5% | +65.3% |
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