+451.8%
WST vs IONS
-36.2%
+488.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.2% |
| 7D | +4.9% | -29.6% | +34.5% | +10.4% |
| 30D | +10.7% | -35.6% | +46.2% | +18.2% |
| 3M | +16.8% | -51.7% | +68.5% | +30.7% |
| 6M | +32.0% | -64.0% | +96.0% | +53.8% |
| YTD | +49.9% | -65.5% | +115.4% | +75.7% |
| 1Y | +50.6% | -62.4% | +113.1% | +73.7% |
| 3Y | +21.4% | -41.1% | +62.5% | +24.3% |
| 5Y | -0.6% | -16.5% | +15.9% | -6.9% |
| All | +451.8% | -36.2% | +488.0% | +425.4% |
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