+212.8%
RDDT vs WST
-11.9%
+224.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +2.1% | +1.8% | +0.3% | +1.9% |
| 30D | +2.8% | -1.7% | +4.5% | +3.1% |
| 3M | -8.9% | +4.9% | -13.8% | -9.5% |
| 6M | +15.1% | +45.5% | -30.5% | +9.2% |
| YTD | -31.4% | +26.1% | -57.5% | -33.6% |
| 1Y | -39.4% | +31.7% | -71.1% | -42.0% |
| All | +212.8% | -11.9% | +224.7% | +136.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling