+347.8%
RMD vs WST
+448.5%
-100.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.5% | -2.2% |
| 7D | +2.3% | -3.1% | +5.4% | +3.2% |
| 30D | +4.1% | +9.1% | -5.0% | +1.6% |
| 3M | +5.7% | +14.7% | -9.0% | +1.6% |
| 6M | +12.9% | +28.0% | -15.1% | +4.9% |
| YTD | -1.5% | +45.6% | -47.2% | -12.4% |
| 1Y | -4.8% | +45.7% | -50.4% | -15.3% |
| 3Y | +57.5% | +21.1% | +36.4% | +33.8% |
| 5Y | -5.5% | +0.3% | -5.8% | -15.0% |
| All | +347.8% | +448.5% | -100.7% | +74.2% |
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