+65.1%
IVZ vs WST
-25.7%
+90.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | +4.0% | -3.1% | +7.2% | +4.7% |
| 3M | +18.2% | +7.2% | +11.0% | +16.2% |
| 6M | +32.8% | +36.8% | -4.0% | +23.3% |
| YTD | +28.7% | +23.8% | +4.9% | +21.9% |
| 1Y | +55.4% | +37.8% | +17.6% | +43.1% |
| 3Y | +135.2% | -15.9% | +151.1% | +132.0% |
| All | +65.1% | -25.7% | +90.8% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling