+3,874.2%
RRX vs WST
+12,330.1%
-8,456.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +3.4% | +0.7% | +2.7% | +3.2% |
| 30D | -11.1% | -3.1% | -8.0% | -10.1% |
| 3M | -23.7% | +7.2% | -30.9% | -25.8% |
| 6M | -22.0% | +36.8% | -58.8% | -30.9% |
| YTD | +16.5% | +23.8% | -7.4% | +6.6% |
| 1Y | +11.5% | +37.8% | -26.3% | -2.2% |
| 3Y | +1.5% | -15.9% | +17.4% | -2.6% |
| 5Y | +18.3% | -25.8% | +44.1% | +15.7% |
| 10Y | +209.8% | +319.6% | -109.8% | +48.6% |
| All | +3,874.2% | +12,330.1% | -8,456.0% | +663.6% |
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 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