+39.1%
IWM vs WST
-25.7%
+64.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +0.1% | +0.7% | -0.7% | 0.0% |
| 30D | -1.3% | -3.1% | +1.9% | -0.7% |
| 3M | +1.6% | +7.2% | -5.6% | +0.2% |
| 6M | +13.6% | +36.8% | -23.3% | +6.8% |
| YTD | +20.8% | +23.8% | -3.1% | +15.4% |
| 1Y | +26.4% | +37.8% | -11.4% | +18.1% |
| 3Y | +60.7% | -15.9% | +76.6% | +59.7% |
| All | +39.1% | -25.7% | +64.8% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling