+11,448.1%
RY vs WST
+7,884.8%
+3,563.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +3.1% | +0.7% | +2.4% | +3.0% |
| 30D | -0.3% | -3.1% | +2.8% | +0.3% |
| 3M | +8.7% | +7.2% | +1.5% | +6.8% |
| 6M | +28.5% | +36.8% | -8.3% | +19.4% |
| YTD | +25.1% | +23.8% | +1.3% | +18.4% |
| 1Y | +46.3% | +37.8% | +8.5% | +34.6% |
| 3Y | +154.9% | -15.9% | +170.8% | +147.7% |
| 5Y | +140.3% | -25.8% | +166.1% | +134.2% |
| 10Y | +377.0% | +319.6% | +57.4% | +177.6% |
| All | +11,448.1% | +7,884.8% | +3,563.3% | +3,263.8% |
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 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