+43.4%
IYR vs WST
+20.8%
+22.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +1.3% |
| 7D | +2.3% | +1.3% | +1.0% | +2.2% |
| 30D | +7.4% | +12.9% | -5.5% | +6.5% |
| 3M | -0.7% | +16.7% | -17.4% | -1.8% |
| 6M | +1.6% | +26.8% | -25.2% | -0.1% |
| YTD | +11.6% | +50.5% | -38.9% | +8.2% |
| 1Y | +10.5% | +52.9% | -42.4% | +7.0% |
| 3Y | +43.4% | +23.9% | +19.5% | +25.8% |
| All | +43.4% | +20.8% | +22.6% | +25.8% |
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