-16.7%
RKT vs WST
+47.2%
-63.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.6% |
| 6M | +2.8% | +28.0% | -25.2% | -3.9% |
| YTD | -22.2% | +45.6% | -67.9% | -30.0% |
| 1Y | -3.5% | +45.7% | -49.2% | -13.2% |
| 3Y | +95.3% | +21.1% | +74.2% | +68.6% |
| 5Y | -0.4% | +0.3% | -0.7% | -13.7% |
| All | -16.7% | +47.2% | -63.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling