+182.3%
SW vs RSG
+452.5%
-270.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -2.6% | +1.6% | -4.2% | -3.0% |
| 30D | +7.2% | +13.5% | -6.3% | +3.3% |
| 3M | -10.5% | +16.3% | -26.8% | -14.4% |
| 6M | +9.9% | +26.9% | -17.0% | +2.0% |
| YTD | +17.2% | +19.1% | -1.8% | +10.6% |
| 1Y | +26.5% | +21.8% | +4.7% | +18.4% |
| 3Y | +47.7% | +63.5% | -15.8% | +23.9% |
| 5Y | +0.2% | +98.6% | -98.4% | -22.3% |
| 10Y | +182.3% | +444.4% | -262.1% | +58.2% |
| All | +182.3% | +452.5% | -270.2% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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