+333.6%
WST vs RNG
+223.4%
+110.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.0% | +2.3% |
| 7D | +0.4% | -9.6% | +10.0% | +1.8% |
| 30D | -2.0% | +8.8% | -10.8% | -3.3% |
| 3M | +4.1% | +78.6% | -74.5% | -5.2% |
| 6M | +47.4% | +70.3% | -22.8% | +33.9% |
| YTD | +25.4% | +140.3% | -114.9% | +6.3% |
| 1Y | +35.3% | +126.6% | -91.3% | +15.3% |
| 3Y | -11.7% | +120.2% | -131.9% | -27.5% |
| 5Y | -24.0% | -68.3% | +44.3% | -17.4% |
| All | +333.6% | +223.4% | +110.2% | +198.7% |
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 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