+113.2%
WDC vs RSG
+19.5%
+93.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.0% | -7.8% | -4.9% |
| 7D | -18.3% | +5.1% | -23.5% | -10.0% |
| 30D | -26.7% | +15.3% | -42.0% | -3.6% |
| 3M | -40.9% | +18.6% | -59.5% | -17.2% |
| 6M | -26.8% | +19.5% | -46.3% | +7.4% |
| YTD | +88.2% | +17.2% | +71.0% | +176.6% |
| 1Y | +113.2% | +19.6% | +93.6% | +230.3% |
| All | +113.2% | +19.5% | +93.7% | +230.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling