+0.4%
WST vs RNG
-74.0%
+74.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.4% | -0.2% |
| 7D | +1.1% | -3.5% | +4.6% | +1.4% |
| 30D | +12.4% | -3.8% | +16.1% | +12.7% |
| 3M | +17.6% | +18.6% | -1.0% | +15.2% |
| 6M | +28.3% | +69.2% | -40.9% | +19.9% |
| YTD | +50.5% | +161.9% | -111.4% | +30.7% |
| 1Y | +49.4% | +176.2% | -126.8% | +28.6% |
| 3Y | +21.9% | +174.5% | -152.6% | +1.0% |
| 5Y | +0.4% | -71.9% | +72.3% | +16.0% |
| All | +0.4% | -74.0% | +74.3% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling