+310.4%
WM vs RSG
+418.8%
-108.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -1.0% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -4.5% | +3.7% | -8.1% | -7.5% |
| 3M | -2.2% | +6.2% | -8.4% | -7.3% |
| 6M | -11.5% | -2.8% | -8.7% | -9.4% |
| YTD | -0.7% | +5.9% | -6.6% | -5.8% |
| 1Y | +0.3% | -1.8% | +2.1% | +1.7% |
| 3Y | +44.2% | +57.5% | -13.3% | -4.3% |
| 5Y | +51.6% | +91.1% | -39.5% | -15.9% |
| 10Y | +310.4% | +428.1% | -117.7% | -9.3% |
| All | +310.4% | +418.8% | -108.3% | -9.3% |
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