-2.0%
WST vs RBA
+37.7%
-39.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | -3.1% | +4.3% | -7.4% | -4.0% |
| 30D | +9.1% | +16.3% | -7.2% | +5.6% |
| 3M | +14.7% | +1.3% | +13.4% | +14.1% |
| 6M | +28.0% | -11.1% | +39.1% | +30.1% |
| YTD | +45.6% | -8.5% | +54.1% | +46.7% |
| 1Y | +45.7% | -2.1% | +47.8% | +44.5% |
| 3Y | +21.1% | +44.6% | -23.5% | +8.3% |
| All | -2.0% | +37.7% | -39.7% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling