-22.2%
RKT vs WST
+25.2%
-47.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +2.1% | +0.7% | +1.4% | +1.9% |
| 30D | +1.4% | -3.1% | +4.6% | +2.3% |
| 3M | +6.3% | +7.2% | -0.9% | +4.3% |
| 6M | -15.5% | +36.8% | -52.3% | -22.3% |
| YTD | -27.4% | +23.8% | -51.2% | -31.7% |
| 1Y | -26.6% | +37.8% | -64.3% | -32.9% |
| 3Y | +41.2% | -15.9% | +57.1% | +41.5% |
| 5Y | -6.4% | -25.8% | +19.4% | -11.8% |
| All | -22.2% | +25.2% | -47.4% | -41.9% |
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 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