+702.7%
WMB vs RSG
+2,015.2%
-1,312.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.6% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | +3.3% | +7.6% | -4.3% | -0.1% |
| 3M | +3.1% | +7.4% | -4.3% | -0.4% |
| 6M | -0.7% | -3.3% | +2.6% | +0.2% |
| YTD | +25.2% | +6.0% | +19.2% | +21.2% |
| 1Y | +32.9% | -3.7% | +36.5% | +33.9% |
| 3Y | +140.6% | +59.1% | +81.5% | +92.6% |
| 5Y | +273.5% | +89.0% | +184.4% | +173.7% |
| 10Y | +334.2% | +412.5% | -78.3% | +108.0% |
| All | +702.7% | +2,015.2% | -1,312.6% | +155.7% |
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