+772.7%
WM vs RSG
+2,251.5%
-1,478.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | +13.3% | +13.8% | -0.5% | +6.3% |
| 3M | +4.4% | +15.4% | -11.0% | -2.8% |
| 6M | +10.8% | +24.1% | -13.3% | -0.4% |
| YTD | +9.1% | +17.8% | -8.8% | +0.7% |
| 1Y | +19.1% | +21.5% | -2.3% | +8.4% |
| 3Y | +45.7% | +63.3% | -17.6% | +15.2% |
| 5Y | +60.4% | +97.3% | -36.8% | +16.4% |
| 10Y | +328.7% | +448.1% | -119.4% | +99.6% |
| All | +772.7% | +2,251.5% | -1,478.8% | +86.9% |
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