+319.7%
RL vs WST
+456.5%
-136.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | +2.6% | +4.2% | -1.6% | +1.6% |
| 30D | +2.9% | +11.2% | -8.3% | +0.6% |
| 3M | 0.0% | +20.4% | -20.4% | -4.1% |
| 6M | +17.1% | +37.9% | -20.8% | +8.8% |
| YTD | +10.1% | +51.8% | -41.7% | -0.5% |
| 1Y | +17.3% | +56.6% | -39.3% | +5.3% |
| 3Y | +249.3% | +24.2% | +225.1% | +209.8% |
| 5Y | +240.9% | +0.7% | +240.2% | +210.2% |
| All | +319.7% | +456.5% | -136.9% | +95.8% |
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