+268.2%
RMD vs WST
+321.8%
-53.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | -4.5% | -0.3% | -4.2% | -4.4% |
| 30D | +4.6% | -4.6% | +9.2% | +5.9% |
| 3M | +14.8% | +5.7% | +9.1% | +12.8% |
| 6M | -12.1% | +37.6% | -49.6% | -20.3% |
| YTD | -7.5% | +23.0% | -30.5% | -13.6% |
| 1Y | -20.1% | +33.8% | -53.9% | -27.6% |
| 3Y | +53.9% | -13.4% | +67.2% | +47.9% |
| 5Y | -22.2% | -27.0% | +4.7% | -21.1% |
| 10Y | +268.2% | +324.5% | -56.3% | +62.6% |
| All | +268.2% | +321.8% | -53.6% | +62.6% |
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 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