+576.0%
RKLB vs WST
+25.1%
+550.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.7% |
| 7D | +5.3% | -0.3% | +5.6% | +5.4% |
| 30D | -20.5% | -4.6% | -15.9% | -19.3% |
| 3M | -42.0% | +5.7% | -47.7% | -43.0% |
| 6M | -6.0% | +37.6% | -43.6% | -15.8% |
| YTD | -5.6% | +23.0% | -28.6% | -12.6% |
| 1Y | +38.0% | +33.8% | +4.2% | +23.7% |
| 3Y | +962.4% | -13.4% | +975.8% | +933.2% |
| 5Y | +336.5% | -27.0% | +363.5% | +330.3% |
| All | +576.0% | +25.1% | +550.9% | +408.2% |
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 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