-87.3%
RIVN vs WST
+1.4%
-88.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.3% |
| 7D | -3.7% | +4.9% | -8.5% | -5.2% |
| 30D | -4.3% | +10.7% | -15.0% | -7.6% |
| 3M | -19.6% | +16.8% | -36.5% | -24.0% |
| 6M | -8.2% | +32.0% | -40.2% | -17.0% |
| YTD | -35.1% | +49.9% | -85.0% | -44.4% |
| 1Y | -26.9% | +50.6% | -77.6% | -37.6% |
| 3Y | -16.9% | +21.4% | -38.3% | -33.3% |
| 5Y | -90.2% | -0.6% | -89.6% | -90.3% |
| All | -87.3% | +1.4% | -88.7% | -88.0% |
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 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