-15.1%
WST vs RRC
+34.3%
-49.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +0.7% | +1.3% | -0.6% | +0.6% |
| 30D | -3.1% | +10.1% | -13.3% | -4.0% |
| 3M | +7.2% | +4.0% | +3.2% | +6.7% |
| 6M | +36.8% | +1.6% | +35.2% | +36.1% |
| YTD | +23.8% | +19.7% | +4.1% | +20.6% |
| 1Y | +37.8% | +21.4% | +16.4% | +33.9% |
| All | -15.1% | +34.3% | -49.3% | -17.7% |
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