+886.2%
IVZ vs WST
+7,924.0%
-7,037.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.0% | -4.0% | -6.3% |
| 7D | -6.7% | -5.8% | -0.9% | -4.2% |
| 30D | -10.9% | +5.3% | -16.2% | -12.7% |
| 3M | -14.8% | +11.8% | -26.6% | -18.9% |
| 6M | +2.4% | +26.7% | -24.3% | -8.1% |
| YTD | +5.4% | +43.0% | -37.6% | -11.0% |
| 1Y | +19.6% | +38.9% | -19.3% | +2.0% |
| 3Y | +122.4% | +18.2% | +104.3% | +77.2% |
| 5Y | +28.8% | -1.5% | +30.3% | +7.3% |
| 10Y | +52.3% | +439.0% | -386.7% | -53.4% |
| All | +886.2% | +7,924.0% | -7,037.8% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling