+510.2%
RVMD vs WST
+153.0%
+357.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -0.7% | +4.9% | -5.6% | -2.0% |
| 30D | -6.4% | +10.7% | -17.1% | -8.9% |
| 3M | -14.1% | +16.8% | -30.9% | -17.7% |
| 6M | +21.0% | +32.0% | -10.9% | +11.7% |
| YTD | +121.4% | +49.9% | +71.5% | +94.6% |
| 1Y | +167.9% | +50.6% | +117.3% | +134.9% |
| 3Y | +794.7% | +21.4% | +773.3% | +672.8% |
| 5Y | +437.2% | -0.6% | +437.7% | +387.8% |
| All | +510.2% | +153.0% | +357.3% | +252.8% |
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