+89.5%
RSG vs WAB
+220.1%
-130.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +2.8% | -5.9% | +8.7% | +3.8% |
| 3M | +4.3% | +9.4% | -5.1% | +2.2% |
| 6M | -0.5% | +13.8% | -14.4% | -3.5% |
| YTD | +5.2% | +31.8% | -26.5% | -1.1% |
| 1Y | -2.1% | +48.5% | -50.7% | -10.6% |
| 3Y | +56.5% | +167.0% | -110.4% | +20.3% |
| 5Y | +89.5% | +222.3% | -132.8% | +35.8% |
| All | +89.5% | +220.1% | -130.6% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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