+7,148.2%
WST vs IBN
+1,532.9%
+5,615.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +0.7% | +1.4% | -0.7% | +0.5% |
| 30D | -3.1% | -0.3% | -2.8% | -3.1% |
| 3M | +7.2% | +17.1% | -9.9% | +4.3% |
| 6M | +36.8% | +3.4% | +33.4% | +35.9% |
| YTD | +23.8% | +2.5% | +21.3% | +23.1% |
| 1Y | +37.8% | -4.2% | +41.9% | +38.3% |
| 3Y | -15.9% | +32.4% | -48.3% | -20.5% |
| 5Y | -25.8% | +59.2% | -85.0% | -32.2% |
| 10Y | +319.6% | +345.7% | -26.1% | +209.0% |
| All | +7,148.2% | +1,532.9% | +5,615.3% | +3,649.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling