+4,368.6%
RRX vs WST
+14,995.2%
-10,626.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | +5.4% | +1.0% | +4.4% | +5.2% |
| 30D | +12.0% | +12.3% | -0.3% | +7.6% |
| 3M | +6.1% | +17.5% | -11.4% | +0.1% |
| 6M | -13.2% | +28.2% | -41.4% | -21.0% |
| YTD | +31.0% | +50.4% | -19.4% | +11.8% |
| 1Y | +38.8% | +49.3% | -10.5% | +18.5% |
| 3Y | +70.3% | +21.8% | +48.5% | +42.5% |
| 5Y | +15.5% | +0.3% | +15.2% | +1.4% |
| 10Y | +213.7% | +451.2% | -237.5% | +36.5% |
| All | +4,368.6% | +14,995.2% | -10,626.6% | +700.4% |
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