+32.0%
WST vs RNG
+72.5%
-40.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.3% |
| 7D | +4.9% | +2.3% | +2.6% | +5.0% |
| 30D | +10.7% | -3.4% | +14.1% | +10.5% |
| 3M | +16.8% | +20.9% | -4.1% | +19.4% |
| 6M | +32.0% | +82.2% | -50.2% | +43.6% |
| All | +32.0% | +72.5% | -40.5% | +43.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling