+72.4%
IWD vs WST
-15.6%
+88.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | +0.6% | -3.1% | +3.7% | +0.8% |
| 3M | +7.2% | +7.2% | 0.0% | +6.6% |
| 6M | +16.2% | +36.8% | -20.6% | +13.1% |
| YTD | +23.3% | +23.8% | -0.5% | +20.8% |
| 1Y | +29.6% | +37.8% | -8.2% | +25.8% |
| All | +72.4% | -15.6% | +88.1% | +70.6% |
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