+326.4%
WM vs RSG
+449.6%
-123.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | 0.0% |
| 7D | +1.2% | +2.0% | -0.8% | -0.6% |
| 30D | +13.7% | +14.2% | -0.5% | +1.1% |
| 3M | +5.2% | +15.8% | -10.5% | -7.6% |
| 6M | +11.2% | +24.6% | -13.4% | -8.6% |
| YTD | +9.4% | +18.2% | -8.8% | -5.9% |
| 1Y | +20.4% | +22.8% | -2.4% | +0.1% |
| 3Y | +44.7% | +62.4% | -17.7% | -6.6% |
| 5Y | +58.5% | +96.0% | -37.6% | -13.8% |
| 10Y | +326.4% | +448.5% | -122.2% | -5.3% |
| All | +326.4% | +449.6% | -123.2% | -5.3% |
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