+1,152.9%
RSP vs WST
+8,637.9%
-7,485.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.3% | +1.1% | -1.4% | -0.6% |
| 30D | +4.4% | +12.4% | -7.9% | +0.8% |
| 3M | +1.3% | +17.6% | -16.3% | -3.7% |
| 6M | +10.0% | +28.3% | -18.3% | +1.5% |
| YTD | +17.6% | +50.5% | -32.9% | +2.5% |
| 1Y | +19.2% | +49.4% | -30.2% | +4.0% |
| 3Y | +66.0% | +21.9% | +44.2% | +40.9% |
| 5Y | +50.4% | +0.4% | +50.1% | +32.2% |
| 10Y | +215.7% | +451.5% | -235.8% | +34.1% |
| All | +1,152.9% | +8,637.9% | -7,485.0% | +124.5% |
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