+65.3%
RSG vs WWD
+148.2%
-82.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +2.5% | +4.0% | -1.5% | +2.4% |
| 30D | +12.7% | +0.4% | +12.3% | +12.7% |
| 3M | +17.9% | -7.9% | +25.8% | +18.2% |
| 6M | +25.0% | -10.6% | +35.6% | +25.1% |
| YTD | +20.8% | +9.4% | +11.4% | +18.5% |
| 1Y | +24.3% | +25.7% | -1.5% | +20.2% |
| 3Y | +65.3% | +148.5% | -83.3% | +44.7% |
| All | +65.3% | +148.2% | -82.9% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling