-1.3%
IWF vs WST
+47.3%
-48.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -4.2% | +1.3% | -5.4% | -4.3% |
| 30D | -8.1% | +8.5% | -16.6% | -8.9% |
| 3M | -5.1% | +17.2% | -22.3% | -6.6% |
| 6M | -1.4% | +36.3% | -37.7% | -4.7% |
| YTD | -0.1% | +48.9% | -49.0% | -5.6% |
| 1Y | -1.3% | +42.9% | -44.2% | -5.9% |
| All | -1.3% | +47.3% | -48.6% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling