+19.6%
RSG vs WWD
+27.2%
-7.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +0.9% |
| 7D | +5.1% | +7.3% | -2.2% | +5.8% |
| 30D | +15.3% | -2.0% | +17.3% | +15.2% |
| 3M | +18.6% | -12.6% | +31.1% | +17.8% |
| 6M | +19.5% | -8.4% | +28.0% | +18.7% |
| YTD | +17.2% | +8.2% | +9.0% | +16.0% |
| 1Y | +19.6% | +26.5% | -7.0% | +18.5% |
| All | +19.6% | +27.2% | -7.6% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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