+19.6%
RRX vs WST
-25.8%
+45.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +4.3% | -0.3% | +4.5% | +4.4% |
| 30D | -8.0% | -4.6% | -3.4% | -6.8% |
| 3M | -22.0% | +5.7% | -27.7% | -23.4% |
| 6M | -11.9% | +37.6% | -49.5% | -20.0% |
| YTD | +17.1% | +23.0% | -5.9% | +9.5% |
| 1Y | +14.9% | +33.8% | -18.9% | +4.6% |
| 3Y | +6.9% | -13.4% | +20.2% | +4.1% |
| 5Y | +19.6% | -27.0% | +46.5% | +5.0% |
| All | +19.6% | -25.8% | +45.3% | +5.0% |
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