+24.2%
IWM vs WST
-0.3%
+24.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.6% |
| 7D | +2.8% | +4.9% | -2.1% | +1.9% |
| 30D | +0.6% | +10.7% | -10.1% | -1.2% |
| 3M | -7.8% | +16.8% | -24.6% | -10.4% |
| 6M | -1.0% | +32.0% | -32.9% | -6.1% |
| YTD | +13.9% | +49.9% | -36.0% | +4.9% |
| 1Y | +15.4% | +50.6% | -35.2% | +6.2% |
| 3Y | +70.2% | +21.4% | +48.8% | +53.8% |
| All | +24.2% | -0.3% | +24.4% | +14.7% |
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