-84.1%
RIVN vs WST
-15.2%
-68.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.5% |
| 7D | +0.9% | +0.4% | +0.4% | +0.7% |
| 30D | -1.9% | -2.0% | +0.1% | -1.2% |
| 3M | +8.7% | +4.1% | +4.6% | +7.2% |
| 6M | -3.0% | +47.4% | -50.4% | -16.2% |
| YTD | -18.6% | +25.4% | -44.0% | -25.7% |
| 1Y | +15.4% | +35.3% | -19.9% | +1.8% |
| 3Y | -30.5% | -11.7% | -18.8% | -33.1% |
| All | -84.1% | -15.2% | -68.9% | -84.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling