+8,695.6%
WST vs IBN
+1,779.7%
+6,915.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.3% |
| 7D | +1.4% | +15.8% | -14.4% | -1.1% |
| 30D | +12.7% | +25.1% | -12.3% | +8.5% |
| 3M | +17.2% | +16.0% | +1.2% | +14.1% |
| 6M | +26.7% | +32.8% | -6.1% | +20.6% |
| YTD | +50.3% | +18.0% | +32.3% | +45.7% |
| 1Y | +50.2% | +15.9% | +34.3% | +46.1% |
| 3Y | +21.7% | +57.6% | -35.9% | +11.6% |
| 5Y | +2.0% | +74.7% | -72.7% | -8.2% |
| 10Y | +451.1% | +373.9% | +77.2% | +301.9% |
| All | +8,695.6% | +1,779.7% | +6,915.9% | +4,339.0% |
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