+95.3%
RKT vs WST
+19.1%
+76.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.2% | +1.4% |
| 7D | +17.7% | -3.1% | +20.8% | +18.0% |
| 30D | +31.6% | +9.1% | +22.5% | +30.4% |
| 3M | +13.9% | +14.7% | -0.8% | +12.2% |
| 6M | +2.8% | +28.0% | -25.2% | +0.3% |
| YTD | -22.2% | +45.6% | -67.9% | -25.1% |
| 1Y | -3.5% | +45.7% | -49.2% | -7.2% |
| 3Y | +95.3% | +21.1% | +74.2% | +53.4% |
| All | +95.3% | +19.1% | +76.2% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling