+808.3%
IWM vs WST
+7,919.1%
-7,110.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +0.1% | +0.7% | -0.7% | -0.2% |
| 30D | -1.3% | -3.1% | +1.9% | -0.1% |
| 3M | +1.6% | +7.2% | -5.6% | -1.3% |
| 6M | +13.6% | +36.8% | -23.3% | 0.0% |
| YTD | +20.8% | +23.8% | -3.1% | +9.9% |
| 1Y | +26.4% | +37.8% | -11.4% | +9.7% |
| 3Y | +60.7% | -15.9% | +76.6% | +52.0% |
| 5Y | +38.2% | -25.8% | +64.0% | +32.6% |
| 10Y | +169.5% | +319.6% | -150.1% | +7.1% |
| All | +808.3% | +7,919.1% | -7,110.9% | -0.1% |
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