+89.1%
IYR vs WST
+446.4%
-357.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.1% | +1.4% | +0.7% | +1.8% |
| 30D | +7.2% | +12.7% | -5.6% | +4.7% |
| 3M | +0.4% | +17.2% | -16.8% | -2.7% |
| 6M | +1.4% | +26.7% | -25.2% | -3.3% |
| YTD | +11.3% | +50.3% | -38.9% | +2.1% |
| 1Y | +10.5% | +50.2% | -39.7% | +1.2% |
| 3Y | +41.7% | +21.7% | +20.0% | +27.8% |
| 5Y | +7.1% | +2.0% | +5.1% | -1.6% |
| 10Y | +89.1% | +451.1% | -362.0% | +11.9% |
| All | +89.1% | +446.4% | -357.3% | +11.9% |
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 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