-2.3%
SW vs RSG
+89.4%
-91.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.4% |
| 7D | -5.1% | +0.3% | -5.4% | -5.1% |
| 30D | -4.6% | +7.6% | -12.2% | -5.7% |
| 3M | +9.4% | +7.4% | +2.0% | +8.0% |
| 6M | +3.5% | -3.3% | +6.8% | +4.3% |
| YTD | +22.0% | +6.0% | +16.0% | +20.4% |
| 1Y | +2.2% | -3.7% | +5.9% | +2.7% |
| 3Y | +19.6% | +59.1% | -39.5% | +8.5% |
| All | -2.3% | +89.4% | -91.7% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling