+1,994.5%
RSG vs WST
+6,806.1%
-4,811.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +0.3% | +0.7% | -0.5% | +0.1% |
| 30D | +7.6% | -3.1% | +10.7% | +8.3% |
| 3M | +7.4% | +7.2% | +0.2% | +5.6% |
| 6M | -3.3% | +36.8% | -40.1% | -10.3% |
| YTD | +6.0% | +23.8% | -17.8% | +0.2% |
| 1Y | -3.7% | +37.8% | -41.4% | -11.4% |
| 3Y | +59.1% | -15.9% | +75.0% | +54.7% |
| 5Y | +89.0% | -25.8% | +114.9% | +85.2% |
| 10Y | +412.5% | +319.6% | +92.9% | +208.2% |
| All | +1,994.5% | +6,806.1% | -4,811.6% | +625.7% |
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