+17.0%
RSP vs BBWI
-33.4%
+50.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.8% |
| 7D | -0.4% | +1.6% | -2.0% | -0.5% |
| 30D | -1.5% | -6.2% | +4.7% | -1.1% |
| 3M | +4.8% | +4.3% | +0.5% | +4.2% |
| 6M | +10.3% | -7.2% | +17.4% | +10.4% |
| YTD | +14.1% | -3.0% | +17.1% | +13.8% |
| 1Y | +17.0% | -30.8% | +47.8% | +21.2% |
| All | +17.0% | -33.4% | +50.4% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling