+90.0%
RSG vs BWA
+87.2%
+2.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.7% |
| 7D | 0.0% | -1.3% | +1.3% | +0.1% |
| 30D | +4.0% | -2.9% | +6.9% | +4.1% |
| 3M | +7.4% | -10.7% | +18.1% | +8.0% |
| 6M | +0.1% | +26.5% | -26.4% | -2.0% |
| YTD | +6.0% | +49.1% | -43.1% | +1.9% |
| 1Y | -3.0% | +52.1% | -55.0% | -7.0% |
| 3Y | +56.5% | +72.6% | -16.1% | +47.1% |
| All | +90.0% | +87.2% | +2.8% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 5y: compounded portfolio wealth divided by compounded BWA 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…
5y analysis · Full analysis span regression · 6 months rolling