+26.0%
IVZ vs WST
+52.5%
-26.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -4.4% |
| 3M | -8.4% | +17.2% | -25.6% | -11.4% |
| 6M | +6.2% | +26.7% | -20.5% | +0.4% |
| YTD | +12.4% | +50.3% | -37.9% | -1.1% |
| 1Y | +26.0% | +50.2% | -24.2% | +10.8% |
| All | +26.0% | +52.5% | -26.5% | +10.8% |
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