+1,127.7%
RSP vs WST
+7,090.7%
-5,962.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | -0.3% | -3.1% | +2.8% | +0.6% |
| 3M | +4.3% | +7.2% | -2.9% | +1.8% |
| 6M | +8.8% | +36.8% | -28.0% | -1.9% |
| YTD | +15.3% | +23.8% | -8.6% | +6.7% |
| 1Y | +18.3% | +37.8% | -19.5% | +5.3% |
| 3Y | +52.8% | -15.9% | +68.7% | +46.6% |
| 5Y | +51.7% | -25.8% | +77.5% | +47.1% |
| 10Y | +208.5% | +319.6% | -111.1% | +43.2% |
| All | +1,127.7% | +7,090.7% | -5,962.9% | +133.6% |
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