+1,984.4%
RSG vs WAB
+2,325.3%
-340.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | -0.7% | +1.7% | -2.4% | -1.1% |
| 30D | +3.3% | -2.4% | +5.7% | +3.8% |
| 3M | +8.5% | +9.7% | -1.2% | +5.8% |
| 6M | -3.5% | +16.5% | -20.0% | -7.5% |
| YTD | +5.5% | +33.7% | -28.2% | -2.1% |
| 1Y | -1.7% | +49.7% | -51.4% | -11.3% |
| 3Y | +56.9% | +170.9% | -114.0% | +21.8% |
| 5Y | +89.4% | +228.0% | -138.7% | +38.9% |
| 10Y | +412.5% | +284.8% | +127.7% | +240.0% |
| All | +1,984.4% | +2,325.3% | -340.9% | +622.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling