-2.6%
SW vs RSG
+96.6%
-99.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +2.3% | +1.2% | +1.2% | +2.1% |
| 30D | +6.8% | +14.2% | -7.4% | +4.6% |
| 3M | -5.2% | +17.8% | -23.0% | -7.6% |
| 6M | +7.4% | +24.0% | -16.6% | +3.4% |
| YTD | +17.4% | +17.5% | -0.1% | +13.8% |
| 1Y | +27.1% | +21.9% | +5.2% | +22.2% |
| 3Y | +47.9% | +64.6% | -16.8% | +33.2% |
| All | -2.6% | +96.6% | -99.1% | -16.3% |
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