+54.7%
RSP vs WST
-15.6%
+70.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.8% | +0.7% | -1.5% | -0.8% |
| 30D | -0.3% | -3.1% | +2.8% | -0.1% |
| 3M | +4.3% | +7.2% | -2.9% | +3.6% |
| 6M | +8.8% | +36.8% | -28.0% | +5.6% |
| YTD | +15.3% | +23.8% | -8.6% | +12.6% |
| 1Y | +18.3% | +37.8% | -19.5% | +14.5% |
| All | +54.7% | -15.6% | +70.3% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling