+420.8%
RSG vs WSM
+1,071.8%
-650.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.6% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | +4.0% | -7.7% | +11.7% | +4.8% |
| 3M | +7.4% | +3.8% | +3.6% | +6.9% |
| 6M | +0.1% | +22.7% | -22.6% | -2.2% |
| YTD | +6.0% | +28.0% | -22.0% | +2.9% |
| 1Y | -3.0% | +12.7% | -15.7% | -4.7% |
| 3Y | +56.5% | +231.3% | -174.8% | +30.8% |
| 5Y | +90.9% | +177.2% | -86.3% | +59.7% |
| All | +420.8% | +1,071.8% | -650.9% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling