+11,143.8%
RY vs WST
+9,118.1%
+2,025.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.1% | -2.0% |
| 7D | -1.1% | -5.8% | +4.7% | +0.2% |
| 30D | +4.4% | +5.3% | -0.9% | +3.3% |
| 3M | -2.9% | +11.8% | -14.8% | -5.4% |
| 6M | +15.6% | +26.7% | -11.1% | +9.5% |
| YTD | +21.8% | +43.0% | -21.2% | +11.7% |
| 1Y | +42.6% | +38.9% | +3.7% | +31.4% |
| 3Y | +160.9% | +18.2% | +142.7% | +133.8% |
| 5Y | +126.1% | -1.5% | +127.6% | +106.1% |
| 10Y | +371.7% | +439.0% | -67.2% | +158.8% |
| All | +11,143.8% | +9,118.1% | +2,025.7% | +3,073.1% |
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