+63.9%
RBRK vs WST
+47.3%
+16.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -12.5% | +1.3% | -13.8% | -12.8% |
| 30D | -3.0% | +8.5% | -11.5% | -5.0% |
| 3M | +46.9% | +17.2% | +29.7% | +41.3% |
| 6M | +105.4% | +36.3% | +69.1% | +92.0% |
| YTD | +55.6% | +48.9% | +6.7% | +37.5% |
| 1Y | +63.9% | +42.9% | +21.0% | +46.8% |
| All | +63.9% | +47.3% | +16.6% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling