+230.8%
RDW vs WST
-11.3%
+242.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | +0.9% | +1.8% | -1.0% | +0.6% |
| 30D | -21.3% | -1.7% | -19.6% | -21.1% |
| 3M | -37.9% | +4.9% | -42.7% | -38.2% |
| 6M | +12.3% | +45.5% | -33.3% | +5.9% |
| YTD | +39.7% | +26.1% | +13.6% | +34.5% |
| 1Y | +25.7% | +31.7% | -6.0% | +20.1% |
| 3Y | +230.8% | -12.1% | +242.9% | +290.0% |
| All | +230.8% | -11.3% | +242.2% | +290.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling