+213.4%
RL vs WST
-15.6%
+229.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.1% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | -7.8% | -3.1% | -4.6% | -7.4% |
| 3M | -4.0% | +7.2% | -11.2% | -4.9% |
| 6M | -1.9% | +36.8% | -38.7% | -5.9% |
| YTD | -0.2% | +23.8% | -24.0% | -3.2% |
| 1Y | +10.7% | +37.8% | -27.1% | +5.9% |
| All | +213.4% | -15.6% | +229.0% | +197.6% |
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