+49.0%
IVZ vs WST
+441.1%
-392.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.5% |
| 7D | -2.4% | -3.1% | +0.7% | -1.6% |
| 30D | -11.2% | +9.1% | -20.3% | -13.1% |
| 3M | -14.0% | +14.7% | -28.7% | -17.0% |
| 6M | +0.5% | +28.0% | -27.5% | -6.0% |
| YTD | +5.4% | +45.6% | -40.2% | -5.1% |
| 1Y | +19.5% | +45.7% | -26.2% | +7.4% |
| 3Y | +128.7% | +21.1% | +107.6% | +98.7% |
| 5Y | +28.8% | +0.3% | +28.4% | +13.9% |
| All | +49.0% | +441.1% | -392.1% | -31.0% |
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