+1,984.4%
RSG vs BWA
+1,618.9%
+365.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | -0.7% | +4.3% | -5.0% | -1.6% |
| 30D | +3.3% | -2.9% | +6.2% | +3.8% |
| 3M | +8.5% | -12.4% | +20.9% | +10.9% |
| 6M | -3.5% | +28.6% | -32.1% | -9.7% |
| YTD | +5.5% | +48.2% | -42.7% | -5.0% |
| 1Y | -1.7% | +50.9% | -52.7% | -12.1% |
| 3Y | +56.9% | +72.2% | -15.3% | +33.1% |
| 5Y | +89.4% | +91.1% | -1.7% | +52.9% |
| 10Y | +412.5% | +144.0% | +268.5% | +264.7% |
| All | +1,984.4% | +1,618.9% | +365.4% | +771.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling