-13.4%
WST vs RNG
+120.7%
-134.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.5% |
| 7D | -0.3% | -0.8% | +0.6% | -0.2% |
| 30D | -4.6% | +11.4% | -16.0% | -5.1% |
| 3M | +5.7% | +72.1% | -66.4% | +3.1% |
| 6M | +37.6% | +67.9% | -30.4% | +33.8% |
| YTD | +23.0% | +144.3% | -121.3% | +14.9% |
| 1Y | +33.8% | +117.5% | -83.7% | +26.0% |
| 3Y | -13.4% | +123.9% | -137.2% | -20.9% |
| All | -13.4% | +120.7% | -134.0% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling