-2.0%
WST vs IBN
+68.5%
-70.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +0.6% |
| 7D | -3.1% | +15.1% | -18.2% | -7.3% |
| 30D | +9.1% | +21.6% | -12.5% | +2.6% |
| 3M | +14.7% | +11.2% | +3.5% | +10.8% |
| 6M | +28.0% | +27.8% | +0.3% | +18.0% |
| YTD | +45.6% | +14.7% | +31.0% | +38.6% |
| 1Y | +45.7% | +14.4% | +31.3% | +38.7% |
| 3Y | +21.1% | +52.1% | -31.0% | -0.1% |
| All | -2.0% | +68.5% | -70.5% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling