+161.6%
IWM vs WST
+441.1%
-279.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.5% |
| 7D | -2.0% | -3.1% | +1.1% | -1.3% |
| 30D | -1.5% | +9.1% | -10.5% | -3.5% |
| 3M | -8.0% | +14.7% | -22.7% | -11.1% |
| 6M | -4.1% | +28.0% | -32.1% | -9.9% |
| YTD | +11.9% | +45.6% | -33.7% | +1.3% |
| 1Y | +15.0% | +45.7% | -30.6% | +4.0% |
| 3Y | +64.2% | +21.1% | +43.1% | +44.3% |
| 5Y | +20.4% | +0.3% | +20.1% | +9.5% |
| All | +161.6% | +441.1% | -279.6% | +27.3% |
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