+420.8%
RSG vs BBWI
-55.0%
+475.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.7% | +0.2% |
| 7D | 0.0% | -4.8% | +4.8% | +0.4% |
| 30D | +4.0% | +3.5% | +0.5% | +3.5% |
| 3M | +7.4% | -0.3% | +7.7% | +7.0% |
| 6M | +0.1% | -5.4% | +5.5% | -0.2% |
| YTD | +6.0% | -4.7% | +10.7% | +5.4% |
| 1Y | -3.0% | -30.5% | +27.5% | -1.3% |
| 3Y | +56.5% | -44.3% | +100.8% | +58.6% |
| 5Y | +90.9% | -66.9% | +157.8% | +100.2% |
| All | +420.8% | -55.0% | +475.8% | +370.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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