+349.4%
RY vs WST
+449.7%
-100.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -0.5% | +4.9% | -5.4% | -1.2% |
| 30D | +4.7% | +10.7% | -5.9% | +3.4% |
| 3M | -4.5% | +16.8% | -21.3% | -6.5% |
| 6M | +12.5% | +32.0% | -19.4% | +8.3% |
| YTD | +21.1% | +49.9% | -28.8% | +14.2% |
| 1Y | +38.6% | +50.6% | -12.0% | +30.5% |
| 3Y | +160.2% | +21.4% | +138.7% | +142.9% |
| 5Y | +124.7% | -0.6% | +125.3% | +112.7% |
| All | +349.4% | +449.7% | -100.3% | +194.4% |
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