-87.9%
RIVN vs WST
+2.6%
-90.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.2% | -6.1% | -5.3% |
| 7D | -10.5% | +4.2% | -14.7% | -11.8% |
| 30D | -5.9% | +11.2% | -17.2% | -9.4% |
| 3M | -23.0% | +20.4% | -43.4% | -28.0% |
| 6M | -14.6% | +37.9% | -52.5% | -24.0% |
| YTD | -38.2% | +51.8% | -90.0% | -47.3% |
| 1Y | -25.7% | +56.6% | -82.3% | -37.4% |
| 3Y | -24.8% | +24.2% | -49.0% | -40.4% |
| 5Y | -90.6% | +0.7% | -91.3% | -90.8% |
| All | -87.9% | +2.6% | -90.6% | -88.6% |
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