+7.3%
RRX vs WST
-2.2%
+9.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +4.9% |
| 7D | +7.5% | -3.1% | +10.6% | +8.5% |
| 30D | +3.0% | +9.1% | -6.1% | +0.6% |
| 3M | -5.3% | +14.7% | -20.0% | -8.9% |
| 6M | -26.6% | +28.0% | -54.6% | -31.8% |
| YTD | +21.2% | +45.6% | -24.5% | +8.0% |
| 1Y | +25.9% | +45.7% | -19.7% | +12.0% |
| 3Y | +71.7% | +21.1% | +50.6% | +47.8% |
| All | +7.3% | -2.2% | +9.4% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling