+458.6%
WST vs RNG
+234.5%
+224.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +4.2% | +4.6% | -0.4% | +3.6% |
| 30D | +11.2% | +0.4% | +10.8% | +11.0% |
| 3M | +20.4% | +11.4% | +9.0% | +18.2% |
| 6M | +37.9% | +95.7% | -57.8% | +23.1% |
| YTD | +51.8% | +162.9% | -111.1% | +26.6% |
| 1Y | +56.6% | +180.3% | -123.6% | +29.1% |
| 3Y | +24.2% | +188.3% | -164.1% | -2.5% |
| 5Y | +0.7% | -72.5% | +73.2% | +14.0% |
| All | +458.6% | +234.5% | +224.2% | +273.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling