-23.6%
RKT vs WST
+24.3%
-47.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +0.7% | -4.6% | +5.3% | +1.9% |
| 3M | +11.8% | +5.7% | +6.1% | +10.2% |
| 6M | -7.6% | +37.6% | -45.2% | -15.2% |
| YTD | -28.7% | +23.0% | -51.7% | -32.8% |
| 1Y | -32.6% | +33.8% | -66.4% | -37.9% |
| 3Y | +42.1% | -13.4% | +55.5% | +40.0% |
| 5Y | -7.2% | -27.0% | +19.8% | -12.1% |
| All | -23.6% | +24.3% | -47.9% | -42.9% |
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