+417.0%
RSG vs WST
+341.6%
+75.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.0% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | +2.8% | -2.0% | +4.8% | +3.1% |
| 3M | +4.3% | +4.1% | +0.2% | +3.4% |
| 6M | -0.5% | +47.4% | -48.0% | -7.6% |
| YTD | +5.2% | +25.4% | -20.2% | +0.4% |
| 1Y | -2.1% | +35.3% | -37.4% | -8.2% |
| 3Y | +56.5% | -11.7% | +68.2% | +52.6% |
| 5Y | +89.5% | -24.0% | +113.5% | +89.4% |
| All | +417.0% | +341.6% | +75.3% | +209.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling