+204.4%
RSP vs WST
+321.8%
-117.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.9% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -1.5% | -4.6% | +3.1% | -0.6% |
| 3M | +4.8% | +5.7% | -0.9% | +3.4% |
| 6M | +10.3% | +37.6% | -27.3% | +2.5% |
| YTD | +14.1% | +23.0% | -9.0% | +8.3% |
| 1Y | +17.0% | +33.8% | -16.8% | +8.7% |
| 3Y | +54.2% | -13.4% | +67.5% | +50.1% |
| 5Y | +51.5% | -27.0% | +78.5% | +50.9% |
| 10Y | +204.4% | +324.5% | -120.1% | +69.4% |
| All | +204.4% | +321.8% | -117.4% | +69.4% |
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