+1,285.8%
WDC vs RSG
+57.7%
+1,228.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.7% | -2.5% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | -1.5% | +4.0% | -5.5% | +1.1% |
| 3M | -15.5% | +7.4% | -22.9% | -11.2% |
| 6M | +66.5% | +0.1% | +66.3% | +73.8% |
| YTD | +159.9% | +6.0% | +153.8% | +172.6% |
| 1Y | +366.0% | -3.0% | +368.9% | +396.1% |
| 3Y | +1,285.8% | +56.5% | +1,229.3% | +1,198.6% |
| All | +1,285.8% | +57.7% | +1,228.1% | +1,198.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling