+704.1%
WM vs RSG
+2,015.2%
-1,311.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -0.7% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | -2.4% | +7.6% | -10.0% | -5.9% |
| 3M | +0.4% | +7.4% | -7.0% | -3.0% |
| 6M | -9.5% | -3.3% | -6.2% | -7.9% |
| YTD | +0.5% | +6.0% | -5.5% | -2.2% |
| 1Y | -1.1% | -3.7% | +2.6% | +0.9% |
| 3Y | +46.0% | +59.1% | -13.1% | +17.2% |
| 5Y | +51.8% | +89.0% | -37.2% | +12.7% |
| 10Y | +307.5% | +412.5% | -105.0% | +96.7% |
| All | +704.1% | +2,015.2% | -1,311.1% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling