+358.7%
RY vs WST
+441.1%
-82.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.1% | -1.5% |
| 7D | -0.9% | -3.1% | +2.2% | -0.5% |
| 30D | +5.9% | +9.1% | -3.2% | +4.7% |
| 3M | -4.3% | +14.7% | -19.0% | -6.0% |
| 6M | +12.1% | +28.0% | -15.9% | +8.3% |
| YTD | +20.3% | +45.6% | -25.4% | +13.8% |
| 1Y | +41.0% | +45.7% | -4.7% | +33.4% |
| 3Y | +157.5% | +21.1% | +136.5% | +140.0% |
| 5Y | +123.2% | +0.3% | +122.9% | +110.4% |
| All | +358.7% | +441.1% | -82.4% | +202.9% |
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