+741.9%
IWM vs WST
+9,330.6%
-8,588.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.3% |
| 7D | -2.0% | -3.1% | +1.1% | -0.9% |
| 30D | -1.5% | +9.1% | -10.5% | -4.6% |
| 3M | -8.0% | +14.7% | -22.7% | -12.7% |
| 6M | -4.1% | +28.0% | -32.1% | -13.0% |
| YTD | +11.9% | +45.6% | -33.7% | -4.2% |
| 1Y | +15.0% | +45.7% | -30.6% | -1.7% |
| 3Y | +64.2% | +21.1% | +43.1% | +33.8% |
| 5Y | +20.4% | +0.3% | +20.1% | +2.4% |
| 10Y | +168.0% | +449.0% | -281.1% | -4.5% |
| All | +741.9% | +9,330.6% | -8,588.7% | -12.9% |
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 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