-16.0%
RKT vs WST
+52.1%
-68.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.5% | 0.0% |
| 7D | +10.3% | +1.3% | +9.0% | +9.9% |
| 30D | +32.3% | +12.9% | +19.5% | +28.1% |
| 3M | +10.7% | +16.7% | -6.0% | +6.0% |
| 6M | -3.2% | +26.8% | -30.0% | -9.3% |
| YTD | -21.5% | +50.5% | -72.0% | -30.0% |
| 1Y | -6.0% | +52.9% | -58.9% | -16.5% |
| 3Y | +104.2% | +23.9% | +80.3% | +75.6% |
| 5Y | +2.5% | +1.0% | +1.5% | -11.3% |
| All | -16.0% | +52.1% | -68.0% | -40.5% |
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