+420.8%
RSG vs WWD
+498.2%
-77.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | 0.0% | -2.6% | +2.6% | +0.6% |
| 30D | +4.0% | -6.9% | +10.9% | +5.4% |
| 3M | +7.4% | -13.0% | +20.4% | +10.0% |
| 6M | +0.1% | -12.5% | +12.6% | +1.7% |
| YTD | +6.0% | +11.8% | -5.8% | +1.3% |
| 1Y | -3.0% | +41.1% | -44.0% | -12.9% |
| 3Y | +56.5% | +163.1% | -106.6% | +16.8% |
| 5Y | +90.9% | +187.6% | -96.7% | +36.0% |
| All | +420.8% | +498.2% | -77.4% | +185.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling