-37.7%
RBLX vs WST
+27.2%
-64.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.6% |
| 7D | +12.4% | +0.7% | +11.7% | +12.1% |
| 30D | +19.7% | -3.1% | +22.8% | +20.9% |
| 3M | -0.1% | +7.2% | -7.3% | -2.7% |
| 6M | -35.7% | +36.8% | -72.6% | -43.3% |
| YTD | -46.6% | +23.8% | -70.4% | -51.2% |
| 1Y | -66.6% | +37.8% | -104.4% | -71.0% |
| 3Y | +52.3% | -15.9% | +68.2% | +50.0% |
| 5Y | -47.7% | -25.8% | -21.9% | -40.2% |
| All | -37.7% | +27.2% | -64.9% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling