+14,671.5%
WST vs IONS
+440.4%
+14,231.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.7% | -4.8% | +5.6% | +1.2% |
| 30D | -3.1% | +7.2% | -10.3% | -3.8% |
| 3M | +7.2% | -22.7% | +29.9% | +9.1% |
| 6M | +36.8% | -26.9% | +63.7% | +39.9% |
| YTD | +23.8% | -26.6% | +50.4% | +26.5% |
| 1Y | +37.8% | -2.1% | +39.9% | +37.0% |
| 3Y | -15.9% | +43.4% | -59.3% | -20.3% |
| 5Y | -25.8% | +47.0% | -72.8% | -30.6% |
| 10Y | +319.6% | +97.2% | +222.4% | +272.3% |
| All | +14,671.5% | +440.4% | +14,231.1% | +10,241.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling