+27.4%
IVZ vs WST
-0.1%
+27.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | -2.4% | -3.1% | +0.7% | -1.7% |
| 30D | -11.2% | +9.1% | -20.3% | -12.8% |
| 3M | -14.0% | +14.7% | -28.7% | -16.5% |
| 6M | +0.5% | +28.0% | -27.5% | -5.1% |
| YTD | +5.4% | +45.6% | -40.2% | -3.7% |
| 1Y | +19.5% | +45.7% | -26.2% | +9.0% |
| 3Y | +128.7% | +21.1% | +107.6% | +100.1% |
| All | +27.4% | -0.1% | +27.5% | +6.7% |
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