+335.8%
WST vs RRC
+4.5%
+331.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -1.7% | -1.7% | +0.1% | -1.6% |
| 30D | -4.3% | +3.6% | -7.9% | -4.5% |
| 3M | +0.7% | +8.8% | -8.1% | +0.2% |
| 6M | +36.0% | +0.8% | +35.2% | +35.7% |
| YTD | +22.7% | +19.0% | +3.8% | +21.1% |
| 1Y | +34.1% | +22.9% | +11.2% | +32.0% |
| 3Y | -13.6% | +32.3% | -45.9% | -15.8% |
| 5Y | -26.0% | +151.6% | -177.6% | -30.4% |
| 10Y | +335.8% | +5.5% | +330.3% | +294.5% |
| All | +335.8% | +4.5% | +331.2% | +294.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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