+44.6%
IVZ vs WST
+446.4%
-401.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.2% | +1.4% | +0.8% | +1.9% |
| 30D | -2.2% | +12.7% | -14.9% | -5.0% |
| 3M | -8.4% | +17.2% | -25.6% | -12.1% |
| 6M | +6.2% | +26.7% | -20.5% | -0.3% |
| YTD | +12.4% | +50.3% | -37.9% | +0.4% |
| 1Y | +26.0% | +50.2% | -24.2% | +12.5% |
| 3Y | +147.9% | +21.7% | +126.1% | +115.9% |
| 5Y | +38.8% | +2.0% | +36.7% | +22.4% |
| 10Y | +44.6% | +451.1% | -406.5% | -35.1% |
| All | +44.6% | +446.4% | -401.8% | -35.1% |
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 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