+420.8%
RSG vs WY
+7.6%
+413.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | 0.0% | -4.2% | +4.2% | +1.2% |
| 30D | +4.0% | -10.1% | +14.0% | +7.0% |
| 3M | +7.4% | -8.5% | +15.9% | +9.8% |
| 6M | +0.1% | -3.3% | +3.4% | +0.5% |
| YTD | +6.0% | -4.4% | +10.4% | +6.5% |
| 1Y | -3.0% | -11.5% | +8.5% | -0.5% |
| 3Y | +56.5% | -24.3% | +80.8% | +64.6% |
| 5Y | +90.9% | -21.3% | +112.2% | +94.8% |
| All | +420.8% | +7.6% | +413.3% | +343.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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