+297.5%
WBD vs RSG
+1,338.1%
-1,040.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.3% |
| 7D | -0.6% | -1.8% | +1.2% | +0.2% |
| 30D | +4.2% | +2.8% | +1.4% | +2.8% |
| 3M | +7.5% | +4.3% | +3.2% | +5.2% |
| 6M | +1.6% | -0.5% | +2.1% | +1.1% |
| YTD | -2.2% | +5.2% | -7.4% | -5.3% |
| 1Y | +124.9% | -2.1% | +127.0% | +124.6% |
| 3Y | +149.1% | +56.5% | +92.6% | +98.3% |
| 5Y | +7.8% | +89.5% | -81.7% | -23.0% |
| 10Y | +14.9% | +424.8% | -409.9% | -51.2% |
| All | +297.5% | +1,338.1% | -1,040.7% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling