+65.4%
IVZ vs WST
+321.8%
-256.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +0.6% | +0.7% | -0.1% | +0.4% |
| 30D | +4.0% | -3.1% | +7.2% | +4.8% |
| 3M | +18.2% | +7.2% | +11.0% | +15.8% |
| 6M | +32.8% | +36.8% | -4.0% | +21.7% |
| YTD | +28.7% | +23.8% | +4.9% | +20.8% |
| 1Y | +55.4% | +37.8% | +17.6% | +41.1% |
| 3Y | +135.2% | -15.9% | +151.1% | +129.3% |
| 5Y | +64.2% | -25.8% | +90.0% | +58.2% |
| All | +65.4% | +321.8% | -256.4% | -18.3% |
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 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