+45.5%
WM vs RSG
+59.4%
-13.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -0.3% |
| 7D | -0.3% | +0.3% | -0.6% | -0.5% |
| 30D | -2.4% | +7.6% | -10.0% | -8.6% |
| 3M | +0.4% | +7.4% | -7.0% | -5.8% |
| 6M | -9.5% | -3.3% | -6.2% | -6.8% |
| YTD | +0.5% | +6.0% | -5.5% | -4.8% |
| 1Y | -1.1% | -3.7% | +2.6% | +2.2% |
| All | +45.5% | +59.4% | -13.9% | -12.2% |
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