+324.5%
WST vs IONS
+88.4%
+236.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.3% |
| 7D | -0.3% | -5.3% | +5.0% | +0.6% |
| 30D | -4.6% | +0.3% | -4.9% | -4.7% |
| 3M | +5.7% | -22.9% | +28.6% | +9.2% |
| 6M | +37.6% | -23.4% | +61.0% | +42.1% |
| YTD | +23.0% | -28.3% | +51.4% | +28.4% |
| 1Y | +33.8% | -7.0% | +40.9% | +33.1% |
| 3Y | -13.4% | +37.6% | -51.0% | -22.2% |
| 5Y | -27.0% | +53.4% | -80.3% | -37.0% |
| 10Y | +324.5% | +83.9% | +240.6% | +261.3% |
| All | +324.5% | +88.4% | +236.1% | +261.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 10y: compounded portfolio wealth divided by compounded IONS 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…
10y analysis · Full analysis span regression · 6 months rolling