-13.4%
WST vs IBN
+29.3%
-42.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | -0.2% |
| 7D | -0.3% | -2.2% | +1.9% | +0.1% |
| 30D | -4.6% | -2.3% | -2.3% | -4.2% |
| 3M | +5.7% | +15.9% | -10.2% | +2.8% |
| 6M | +37.6% | +5.6% | +32.0% | +35.6% |
| YTD | +23.0% | -0.1% | +23.1% | +22.3% |
| 1Y | +33.8% | -6.5% | +40.4% | +34.2% |
| 3Y | -13.4% | +29.3% | -42.7% | -18.8% |
| All | -13.4% | +29.3% | -42.7% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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