+448.0%
RSG vs WST
+449.7%
-1.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.5% |
| 7D | +1.4% | +4.9% | -3.4% | +0.6% |
| 30D | +15.0% | +10.7% | +4.4% | +12.9% |
| 3M | +18.5% | +16.8% | +1.6% | +15.1% |
| 6M | +25.8% | +32.0% | -6.2% | +19.4% |
| YTD | +20.8% | +49.9% | -29.1% | +11.6% |
| 1Y | +24.8% | +50.6% | -25.8% | +15.1% |
| 3Y | +65.9% | +21.4% | +44.5% | +51.3% |
| 5Y | +99.1% | -0.6% | +99.6% | +87.9% |
| All | +448.0% | +449.7% | -1.7% | +209.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling