+7,576.4%
WST vs RBA
+4,035.9%
+3,540.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +4.9% | -0.5% | +5.4% | +5.0% |
| 30D | +10.7% | +6.8% | +3.8% | +9.2% |
| 3M | +16.8% | +9.5% | +7.4% | +14.6% |
| 6M | +32.0% | -8.2% | +40.2% | +33.2% |
| YTD | +49.9% | -7.7% | +57.7% | +50.9% |
| 1Y | +50.6% | -6.9% | +57.5% | +51.3% |
| 3Y | +21.4% | +61.6% | -40.2% | +8.6% |
| 5Y | -0.6% | +44.7% | -45.3% | -10.8% |
| 10Y | +449.4% | +205.3% | +244.1% | +318.3% |
| All | +7,576.4% | +4,035.9% | +3,540.5% | +4,192.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling