+30.8%
IYR vs WST
-15.5%
+46.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | -2.5% | -4.6% | +2.1% | -2.2% |
| 3M | +1.5% | +5.7% | -4.2% | +1.0% |
| 6M | +3.9% | +37.6% | -33.7% | +1.3% |
| YTD | +9.5% | +23.0% | -13.5% | +7.5% |
| 1Y | +7.5% | +33.8% | -26.4% | +4.7% |
| 3Y | +30.8% | -13.4% | +44.1% | +30.5% |
| All | +30.8% | -15.5% | +46.3% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling