+251.8%
RL vs WST
+16.9%
+234.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.0% | -3.4% | -6.8% |
| 7D | -4.7% | -5.8% | +1.1% | -3.9% |
| 30D | +3.6% | +5.3% | -1.8% | +2.9% |
| 3M | +0.5% | +11.8% | -11.3% | -0.9% |
| 6M | +6.6% | +26.7% | -20.1% | +3.4% |
| YTD | +8.8% | +43.0% | -34.1% | +3.8% |
| 1Y | +21.8% | +38.9% | -17.1% | +16.4% |
| All | +251.8% | +16.9% | +234.9% | +207.4% |
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