+726.5%
IWD vs WST
+7,919.1%
-7,192.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | +0.6% | -3.1% | +3.7% | +1.4% |
| 3M | +7.2% | +7.2% | 0.0% | +4.9% |
| 6M | +16.2% | +36.8% | -20.6% | +5.7% |
| YTD | +23.3% | +23.8% | -0.5% | +15.0% |
| 1Y | +29.6% | +37.8% | -8.2% | +16.5% |
| 3Y | +70.5% | -15.9% | +86.4% | +64.0% |
| 5Y | +73.5% | -25.8% | +99.3% | +68.2% |
| 10Y | +198.3% | +319.6% | -121.3% | +50.3% |
| All | +726.5% | +7,919.1% | -7,192.6% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling