+783.1%
WST vs RNG
+327.7%
+455.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.3% |
| 7D | +0.7% | +5.8% | -5.0% | -0.1% |
| 30D | -3.1% | +19.6% | -22.8% | -5.7% |
| 3M | +7.2% | +67.0% | -59.8% | -1.6% |
| 6M | +36.8% | +88.4% | -51.6% | +22.1% |
| YTD | +23.8% | +155.5% | -131.6% | +3.8% |
| 1Y | +37.8% | +141.7% | -103.9% | +16.0% |
| 3Y | -15.9% | +131.1% | -147.0% | -31.5% |
| 5Y | -25.8% | -70.6% | +44.8% | -19.2% |
| 10Y | +319.6% | +228.2% | +91.4% | +183.9% |
| All | +783.1% | +327.7% | +455.4% | +472.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling