+1,395.2%
RL vs WST
+6,865.4%
-5,470.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.3% |
| 7D | -0.8% | +0.7% | -1.5% | -1.1% |
| 30D | -7.8% | -3.1% | -4.6% | -6.9% |
| 3M | -4.0% | +7.2% | -11.2% | -6.3% |
| 6M | -1.9% | +36.8% | -38.7% | -11.7% |
| YTD | -0.2% | +23.8% | -24.0% | -7.7% |
| 1Y | +10.7% | +37.8% | -27.1% | -1.5% |
| 3Y | +210.8% | -15.9% | +226.7% | +198.7% |
| 5Y | +238.2% | -25.8% | +264.1% | +229.0% |
| 10Y | +313.4% | +319.6% | -6.2% | +96.5% |
| All | +1,395.2% | +6,865.4% | -5,470.1% | +169.9% |
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