-2.6%
IWF vs WST
+49.4%
-52.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | -1.1% | +1.1% | -2.1% | -1.2% |
| 30D | -8.3% | +12.4% | -20.7% | -9.2% |
| 3M | -5.6% | +17.6% | -23.1% | -7.0% |
| 6M | -5.4% | +28.3% | -33.7% | -7.7% |
| YTD | -1.2% | +50.5% | -51.7% | -6.7% |
| 1Y | -2.6% | +49.4% | -52.0% | -8.0% |
| All | -2.6% | +49.4% | -52.1% | -8.0% |
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