+727.5%
IWF vs WST
+7,919.1%
-7,191.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +0.5% | +0.7% | -0.2% | +0.3% |
| 30D | -0.4% | -3.1% | +2.8% | +0.6% |
| 3M | -2.6% | +7.2% | -9.8% | -5.0% |
| 6M | +9.1% | +36.8% | -27.7% | -2.1% |
| YTD | +4.5% | +23.8% | -19.4% | -3.6% |
| 1Y | +10.1% | +37.8% | -27.7% | -2.5% |
| 3Y | +77.6% | -15.9% | +93.5% | +69.8% |
| 5Y | +73.7% | -25.8% | +99.5% | +68.8% |
| 10Y | +411.5% | +319.6% | +91.9% | +154.8% |
| All | +727.5% | +7,919.1% | -7,191.6% | +38.0% |
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 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