+194.7%
IWD vs WST
+321.8%
-127.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.7% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -0.8% | -4.6% | +3.8% | +0.1% |
| 3M | +8.0% | +5.7% | +2.3% | +6.7% |
| 6M | +18.2% | +37.6% | -19.4% | +10.7% |
| YTD | +22.3% | +23.0% | -0.7% | +16.8% |
| 1Y | +28.9% | +33.8% | -5.0% | +20.6% |
| 3Y | +71.5% | -13.4% | +84.9% | +67.4% |
| 5Y | +73.6% | -27.0% | +100.5% | +73.1% |
| 10Y | +194.7% | +324.5% | -129.8% | +70.7% |
| All | +194.7% | +321.8% | -127.1% | +70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling