+957.1%
WDC vs RSG
+89.5%
+867.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.5% |
| 7D | +4.4% | -1.8% | +6.2% | +4.1% |
| 30D | +5.3% | +2.8% | +2.5% | +5.8% |
| 3M | -5.9% | +4.3% | -10.2% | -5.3% |
| 6M | +73.2% | -0.5% | +73.8% | +75.4% |
| YTD | +167.8% | +5.2% | +162.6% | +168.2% |
| 1Y | +386.0% | -2.1% | +388.1% | +394.3% |
| 3Y | +1,309.7% | +56.5% | +1,253.2% | +1,111.8% |
| 5Y | +957.1% | +89.5% | +867.6% | +771.5% |
| All | +957.1% | +89.5% | +867.6% | +771.5% |
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