+458.6%
WST vs IONS
-32.1%
+490.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.4% | -5.2% | +0.2% |
| 7D | +4.2% | -26.3% | +30.5% | +8.8% |
| 30D | +11.2% | -31.9% | +43.2% | +17.7% |
| 3M | +20.4% | -48.0% | +68.4% | +33.0% |
| 6M | +37.9% | -62.6% | +100.4% | +59.7% |
| YTD | +51.8% | -63.3% | +115.1% | +76.0% |
| 1Y | +56.6% | -58.4% | +115.0% | +77.4% |
| 3Y | +24.2% | -38.2% | +62.4% | +26.2% |
| 5Y | +0.7% | -11.1% | +11.8% | -6.7% |
| All | +458.6% | -32.1% | +490.7% | +426.3% |
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