+1,992.3%
RSG vs WSM
+4,420.3%
-2,428.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | 0.0% | +2.6% | -2.6% | -0.4% |
| 30D | +3.7% | -9.3% | +12.9% | +4.9% |
| 3M | +6.2% | +7.1% | -0.9% | +5.1% |
| 6M | -2.8% | +21.7% | -24.5% | -5.6% |
| YTD | +5.9% | +28.7% | -22.8% | +1.9% |
| 1Y | -1.8% | +13.9% | -15.6% | -4.2% |
| 3Y | +57.5% | +232.2% | -174.7% | +28.7% |
| 5Y | +91.1% | +176.4% | -85.3% | +55.9% |
| 10Y | +428.1% | +1,072.4% | -644.3% | +231.1% |
| All | +1,992.3% | +4,420.3% | -2,428.1% | +791.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling