-0.1%
WST vs RBA
+45.7%
-45.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | +4.2% | +1.7% | +2.5% | +3.9% |
| 30D | +11.2% | +8.3% | +2.9% | +9.3% |
| 3M | +20.4% | +10.5% | +9.8% | +17.7% |
| 6M | +37.9% | -5.9% | +43.7% | +38.5% |
| YTD | +51.8% | -6.9% | +58.7% | +52.4% |
| 1Y | +56.6% | -4.9% | +61.5% | +56.4% |
| 3Y | +24.2% | +64.5% | -40.2% | +8.1% |
| All | -0.1% | +45.7% | -45.8% | -10.4% |
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