+1.7%
RKT vs WST
-0.1%
+1.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.2% | +1.1% |
| 7D | +17.7% | -3.1% | +20.8% | +18.6% |
| 30D | +31.6% | +9.1% | +22.5% | +28.6% |
| 3M | +13.9% | +14.7% | -0.8% | +9.7% |
| 6M | +2.8% | +28.0% | -25.2% | -3.8% |
| YTD | -22.2% | +45.6% | -67.9% | -29.9% |
| 1Y | -3.5% | +45.7% | -49.2% | -13.0% |
| 3Y | +95.3% | +21.1% | +74.2% | +68.0% |
| All | +1.7% | -0.1% | +1.8% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling