+2.8%
RDW vs WST
+14.7%
-11.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.7% |
| 7D | +3.6% | -1.7% | +5.2% | +4.0% |
| 30D | -18.4% | -4.3% | -14.1% | -17.6% |
| 3M | -32.1% | +0.7% | -32.8% | -32.2% |
| 6M | +10.9% | +36.0% | -25.1% | +1.7% |
| YTD | +40.8% | +22.7% | +18.0% | +32.3% |
| 1Y | +31.1% | +34.1% | -3.0% | +20.0% |
| 3Y | +245.2% | -13.6% | +258.7% | +237.8% |
| 5Y | -16.7% | -26.0% | +9.3% | -20.0% |
| All | +2.8% | +14.7% | -11.9% | -4.2% |
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