+205.1%
IWD vs WST
+441.1%
-236.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.2% | -0.7% |
| 7D | -0.5% | -3.1% | +2.6% | +0.1% |
| 30D | +2.7% | +9.1% | -6.4% | +1.0% |
| 3M | +0.9% | +14.7% | -13.8% | -1.8% |
| 6M | +10.5% | +28.0% | -17.5% | +5.2% |
| YTD | +23.7% | +45.6% | -21.9% | +14.3% |
| 1Y | +28.7% | +45.7% | -16.9% | +18.9% |
| 3Y | +79.7% | +21.1% | +58.6% | +62.3% |
| 5Y | +69.7% | +0.3% | +69.4% | +57.0% |
| All | +205.1% | +441.1% | -236.0% | +69.3% |
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