+99.1%
RSG vs WST
+1.0%
+98.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | +2.5% | +4.2% | -1.7% | +2.0% |
| 30D | +12.7% | +11.2% | +1.5% | +11.3% |
| 3M | +17.9% | +20.4% | -2.4% | +15.3% |
| 6M | +25.0% | +37.9% | -12.9% | +20.1% |
| YTD | +20.8% | +51.8% | -31.0% | +14.3% |
| 1Y | +24.3% | +56.6% | -32.3% | +17.1% |
| 3Y | +65.3% | +24.2% | +41.0% | +54.5% |
| All | +99.1% | +1.0% | +98.1% | +97.1% |
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