+91.1%
RSG vs WST
-27.5%
+118.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | 0.0% | -1.7% | +1.6% | +0.2% |
| 30D | +3.7% | -4.3% | +8.0% | +4.2% |
| 3M | +6.2% | +0.7% | +5.4% | +6.0% |
| 6M | -2.8% | +36.0% | -38.8% | -6.6% |
| YTD | +5.9% | +22.7% | -16.9% | +2.8% |
| 1Y | -1.8% | +34.1% | -35.9% | -5.9% |
| 3Y | +57.5% | -13.6% | +71.1% | +55.6% |
| 5Y | +91.1% | -26.0% | +117.1% | +98.1% |
| All | +91.1% | -27.5% | +118.6% | +98.1% |
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