+371.5%
RY vs WST
+321.8%
+49.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +3.1% | +0.7% | +2.4% | +3.0% |
| 30D | -0.3% | -3.1% | +2.8% | +0.1% |
| 3M | +8.7% | +7.2% | +1.5% | +7.5% |
| 6M | +28.5% | +36.8% | -8.3% | +22.9% |
| YTD | +25.1% | +23.8% | +1.3% | +21.0% |
| 1Y | +46.3% | +37.8% | +8.5% | +39.1% |
| 3Y | +154.9% | -15.9% | +170.8% | +152.7% |
| 5Y | +140.3% | -25.8% | +166.1% | +138.0% |
| All | +371.5% | +321.8% | +49.7% | +225.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling