+151.9%
IWM vs WST
+452.5%
-300.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.3% | +1.0% | -1.3% | -0.5% |
| 30D | +1.9% | +12.3% | -10.4% | -0.9% |
| 3M | -5.7% | +17.5% | -23.2% | -9.4% |
| 6M | -0.3% | +28.2% | -28.5% | -6.3% |
| YTD | +15.8% | +50.4% | -34.6% | +4.0% |
| 1Y | +17.1% | +49.3% | -32.2% | +5.3% |
| 3Y | +73.1% | +21.8% | +51.3% | +52.4% |
| 5Y | +25.9% | +0.3% | +25.6% | +14.9% |
| 10Y | +151.9% | +451.2% | -299.2% | +19.9% |
| All | +151.9% | +452.5% | -300.6% | +19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling