+1,992.3%
RSG vs WY
+237.0%
+1,755.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | 0.0% | -1.7% | +1.7% | +0.5% |
| 30D | +3.7% | -9.9% | +13.5% | +6.8% |
| 3M | +6.2% | -7.5% | +13.7% | +8.3% |
| 6M | -2.8% | -5.1% | +2.4% | -1.8% |
| YTD | +5.9% | -2.1% | +8.0% | +5.7% |
| 1Y | -1.8% | -7.3% | +5.6% | -0.5% |
| 3Y | +57.5% | -22.6% | +80.1% | +65.0% |
| 5Y | +91.1% | -19.8% | +110.9% | +94.5% |
| 10Y | +428.1% | +9.6% | +418.5% | +352.4% |
| All | +1,992.3% | +237.0% | +1,755.2% | +823.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling