+79.7%
IWD vs WST
+19.1%
+60.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.2% | -0.5% |
| 7D | -0.5% | -3.1% | +2.6% | -0.2% |
| 30D | +2.7% | +9.1% | -6.4% | +2.0% |
| 3M | +0.9% | +14.7% | -13.8% | -0.2% |
| 6M | +10.5% | +28.0% | -17.5% | +8.4% |
| YTD | +23.7% | +45.6% | -21.9% | +19.8% |
| 1Y | +28.7% | +45.7% | -16.9% | +24.7% |
| 3Y | +79.7% | +21.1% | +58.6% | +66.1% |
| All | +79.7% | +19.1% | +60.6% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling