+21.9%
RSG vs WETO
-99.3%
+121.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +1.6% |
| 7D | +5.6% | +4.4% | +1.1% | +5.6% |
| 30D | +16.1% | -17.8% | +33.9% | +16.1% |
| 3M | +20.5% | -83.1% | +103.5% | +20.7% |
| 6M | +22.7% | -98.3% | +121.0% | +20.9% |
| YTD | +18.7% | -99.0% | +117.7% | +15.0% |
| 1Y | +21.9% | -99.3% | +121.2% | +13.8% |
| All | +21.9% | -99.3% | +121.2% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling