+182.7%
SW vs RSG
+458.9%
-276.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +2.3% | +1.2% | +1.2% | +2.0% |
| 30D | +6.8% | +14.2% | -7.4% | +2.8% |
| 3M | -5.2% | +18.2% | -23.4% | -9.7% |
| 6M | +7.4% | +24.4% | -17.0% | +0.3% |
| YTD | +17.4% | +17.9% | -0.5% | +11.1% |
| 1Y | +27.1% | +22.3% | +4.8% | +18.7% |
| 3Y | +47.9% | +65.1% | -17.3% | +23.6% |
| 5Y | -2.6% | +97.9% | -100.5% | -24.4% |
| All | +182.7% | +458.9% | -276.2% | +60.1% |
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