+84.5%
IWD vs WST
+22.8%
+61.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.7% | +4.9% | -3.2% | +1.3% |
| 30D | +3.2% | +10.7% | -7.5% | +2.4% |
| 3M | +2.3% | +16.8% | -14.5% | +1.1% |
| 6M | +12.9% | +32.0% | -19.0% | +10.5% |
| YTD | +26.2% | +49.9% | -23.7% | +22.0% |
| 1Y | +28.3% | +50.6% | -22.4% | +23.9% |
| All | +84.5% | +22.8% | +61.7% | +68.7% |
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 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