+41,132.7%
RMD vs WST
+7,248.1%
+33,884.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -5.0% | +0.7% | -5.7% | -5.2% |
| 30D | +2.2% | -3.1% | +5.4% | +3.1% |
| 3M | +17.8% | +7.2% | +10.6% | +15.2% |
| 6M | -11.3% | +36.8% | -48.1% | -19.8% |
| YTD | -4.4% | +23.8% | -28.3% | -11.2% |
| 1Y | -15.7% | +37.8% | -53.5% | -24.6% |
| 3Y | +47.7% | -15.9% | +63.6% | +41.5% |
| 5Y | -19.2% | -25.8% | +6.6% | -21.5% |
| 10Y | +280.4% | +319.6% | -39.2% | +105.6% |
| All | +41,132.7% | +7,248.1% | +33,884.6% | +10,722.4% |
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