+451.2%
WST vs RBA
+209.3%
+241.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +1.0% | +0.6% | +0.4% | +0.9% |
| 30D | +12.3% | +9.0% | +3.3% | +10.1% |
| 3M | +17.5% | +7.2% | +10.3% | +15.5% |
| 6M | +28.2% | -7.8% | +35.9% | +29.4% |
| YTD | +50.4% | -6.4% | +56.8% | +50.9% |
| 1Y | +49.3% | -4.2% | +53.5% | +49.0% |
| 3Y | +21.8% | +64.1% | -42.3% | +6.0% |
| 5Y | +0.3% | +48.4% | -48.1% | -12.9% |
| 10Y | +451.2% | +209.9% | +241.2% | +290.8% |
| All | +451.2% | +209.3% | +241.8% | +290.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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