+64.7%
RSP vs WST
+23.5%
+41.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.7% | +1.4% | -0.6% | +0.6% |
| 30D | +3.7% | +12.7% | -9.0% | +2.6% |
| 3M | +0.7% | +17.2% | -16.5% | -0.7% |
| 6M | +9.0% | +26.7% | -17.6% | +6.8% |
| YTD | +16.7% | +50.3% | -33.6% | +12.3% |
| 1Y | +19.0% | +50.2% | -31.3% | +14.4% |
| 3Y | +64.7% | +21.7% | +43.0% | +49.0% |
| All | +64.7% | +23.5% | +41.2% | +49.0% |
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