+140.1%
RBRK vs WST
-11.8%
+151.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.8% | -3.0% |
| 7D | +1.9% | -1.7% | +3.5% | +2.1% |
| 30D | -9.3% | -4.3% | -5.0% | -8.7% |
| 3M | +23.8% | +0.7% | +23.1% | +23.6% |
| 6M | +55.4% | +36.0% | +19.3% | +48.1% |
| YTD | +16.1% | +22.7% | -6.6% | +12.1% |
| 1Y | -9.8% | +34.1% | -43.9% | -14.2% |
| All | +140.1% | -11.8% | +151.8% | +146.1% |
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