+1,507.8%
RL vs WST
+8,091.4%
-6,583.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.2% | -2.0% |
| 7D | -4.2% | -3.1% | -1.0% | -3.2% |
| 30D | +4.3% | +9.1% | -4.8% | +1.5% |
| 3M | -4.6% | +14.7% | -19.3% | -8.7% |
| 6M | +1.7% | +28.0% | -26.3% | -6.1% |
| YTD | +7.3% | +45.6% | -38.3% | -5.7% |
| 1Y | +20.8% | +45.7% | -24.9% | +6.0% |
| 3Y | +247.0% | +21.1% | +225.9% | +195.1% |
| 5Y | +225.5% | +0.3% | +225.1% | +187.3% |
| 10Y | +363.0% | +449.0% | -86.0% | +101.2% |
| All | +1,507.8% | +8,091.4% | -6,583.6% | +175.6% |
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 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