+37.8%
WST vs RNG
+144.7%
-107.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.9% |
| 7D | +0.7% | +5.8% | -5.0% | +0.8% |
| 30D | -3.1% | +19.6% | -22.8% | -2.9% |
| 3M | +7.2% | +67.0% | -59.8% | +8.7% |
| 6M | +36.8% | +88.4% | -51.6% | +37.6% |
| YTD | +23.8% | +155.5% | -131.6% | +19.8% |
| 1Y | +37.8% | +141.7% | -103.9% | +32.7% |
| All | +37.8% | +144.7% | -107.0% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling