+123.3%
RY vs WST
-0.1%
+123.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.1% | -1.5% |
| 7D | -0.9% | -3.1% | +2.2% | -0.6% |
| 30D | +5.9% | +9.1% | -3.2% | +5.0% |
| 3M | -4.3% | +14.7% | -19.0% | -5.6% |
| 6M | +12.1% | +28.0% | -15.9% | +9.3% |
| YTD | +20.3% | +45.6% | -25.4% | +15.5% |
| 1Y | +41.0% | +45.7% | -4.7% | +35.4% |
| 3Y | +157.5% | +21.1% | +136.5% | +143.8% |
| All | +123.3% | -0.1% | +123.5% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling