+213.4%
RSP vs WST
+441.1%
-227.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.2% | -0.8% |
| 7D | -1.0% | -3.1% | +2.1% | -0.4% |
| 30D | +2.6% | +9.1% | -6.5% | +0.7% |
| 3M | -0.8% | +14.7% | -15.5% | -3.7% |
| 6M | +6.3% | +28.0% | -21.7% | +0.6% |
| YTD | +14.1% | +45.6% | -31.5% | +4.5% |
| 1Y | +18.0% | +45.7% | -27.6% | +8.0% |
| 3Y | +61.0% | +21.1% | +39.9% | +43.7% |
| 5Y | +45.6% | +0.3% | +45.3% | +33.7% |
| All | +213.4% | +441.1% | -227.7% | +64.3% |
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