+69.2%
IYR vs WST
+325.7%
-256.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -0.9% | -1.7% | +0.7% | -0.6% |
| 30D | -2.4% | -4.3% | +2.0% | -1.6% |
| 3M | -2.0% | +0.7% | -2.8% | -2.3% |
| 6M | +2.5% | +36.0% | -33.5% | -3.9% |
| YTD | +8.3% | +22.7% | -14.4% | +3.3% |
| 1Y | +6.5% | +34.1% | -27.6% | -0.6% |
| 3Y | +29.3% | -13.6% | +42.9% | +26.3% |
| 5Y | +5.7% | -26.0% | +31.7% | +4.2% |
| 10Y | +69.2% | +335.8% | -266.5% | +6.7% |
| All | +69.2% | +325.7% | -256.5% | +6.7% |
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 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