-48.9%
RBLX vs WST
-24.9%
-24.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.1% |
| 7D | +8.1% | +0.4% | +7.7% | +7.9% |
| 30D | +23.9% | -2.0% | +25.9% | +24.7% |
| 3M | +8.1% | +4.1% | +4.0% | +6.4% |
| 6M | -23.7% | +47.4% | -71.1% | -34.3% |
| YTD | -44.6% | +25.4% | -70.0% | -49.6% |
| 1Y | -66.2% | +35.3% | -101.5% | -70.3% |
| 3Y | +54.7% | -11.7% | +66.4% | +47.7% |
| 5Y | -48.9% | -24.0% | -24.9% | -40.9% |
| All | -48.9% | -24.9% | -24.0% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 5y: compounded portfolio wealth divided by compounded WST 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…
5y analysis · Full analysis span regression · 6 months rolling