+1,188.5%
WDC vs RSG
+428.9%
+759.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.7% | -3.3% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | -1.5% | +4.0% | -5.5% | -3.0% |
| 3M | -15.5% | +7.4% | -22.9% | -19.1% |
| 6M | +66.5% | +0.1% | +66.3% | +63.1% |
| YTD | +159.9% | +6.0% | +153.8% | +145.5% |
| 1Y | +366.0% | -3.0% | +368.9% | +358.5% |
| 3Y | +1,285.8% | +56.5% | +1,229.3% | +880.2% |
| 5Y | +925.6% | +90.9% | +834.6% | +510.4% |
| All | +1,188.5% | +428.9% | +759.6% | +299.3% |
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 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