+30.7%
IVZ vs WST
+47.3%
-16.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +4.1% |
| 7D | +2.6% | +1.3% | +1.4% | +2.4% |
| 30D | -3.5% | +8.5% | -12.0% | -5.0% |
| 3M | -7.4% | +17.2% | -24.6% | -10.4% |
| 6M | +14.7% | +36.3% | -21.6% | +6.2% |
| YTD | +14.6% | +48.9% | -34.3% | +1.3% |
| 1Y | +30.7% | +42.9% | -12.2% | +16.7% |
| All | +30.7% | +47.3% | -16.6% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling