+216.8%
RRX vs WST
+446.4%
-229.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | 0.0% | +1.4% | -1.3% | -0.3% |
| 30D | +9.0% | +12.7% | -3.7% | +5.0% |
| 3M | +4.0% | +17.2% | -13.2% | -1.2% |
| 6M | -15.7% | +26.7% | -42.4% | -22.3% |
| YTD | +29.0% | +50.3% | -21.3% | +11.7% |
| 1Y | +35.2% | +50.2% | -15.0% | +16.9% |
| 3Y | +67.7% | +21.7% | +46.0% | +42.3% |
| 5Y | +14.9% | +2.0% | +12.9% | +0.6% |
| 10Y | +216.8% | +451.1% | -234.3% | +35.4% |
| All | +216.8% | +446.4% | -229.5% | +35.4% |
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 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