+28.8%
IVZ vs WST
-7.2%
+36.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.0% | -4.0% | -7.1% |
| 7D | -6.7% | -5.8% | -0.9% | -5.4% |
| 30D | -10.9% | +5.3% | -16.2% | -11.8% |
| 3M | -14.8% | +11.8% | -26.6% | -16.9% |
| 6M | +2.4% | +26.7% | -24.3% | -3.0% |
| YTD | +5.4% | +43.0% | -37.6% | -3.3% |
| 1Y | +19.6% | +38.9% | -19.3% | +10.2% |
| 3Y | +122.4% | +18.2% | +104.3% | +95.9% |
| 5Y | +28.8% | -1.5% | +30.3% | +8.6% |
| All | +28.8% | -7.2% | +36.0% | +8.6% |
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