+21.1%
WST vs RRC
+36.3%
-15.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.1% |
| 7D | -3.1% | -10.8% | +7.7% | -2.2% |
| 30D | +9.1% | +22.3% | -13.2% | +6.8% |
| 3M | +14.7% | +26.6% | -11.9% | +11.9% |
| 6M | +28.0% | +18.9% | +9.1% | +25.5% |
| YTD | +45.6% | +39.2% | +6.5% | +39.4% |
| 1Y | +45.7% | +34.0% | +11.7% | +40.1% |
| 3Y | +21.1% | +42.0% | -20.9% | +18.4% |
| All | +21.1% | +36.3% | -15.2% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling