+61.0%
RSP vs BBWI
-28.0%
+89.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.1% |
| 7D | -1.0% | -6.2% | +5.2% | -0.2% |
| 30D | +2.6% | +19.9% | -17.3% | +0.1% |
| 3M | -0.8% | +7.1% | -7.9% | -2.1% |
| 6M | +6.3% | +13.7% | -7.4% | +3.5% |
| YTD | +14.1% | +9.6% | +4.5% | +10.9% |
| 1Y | +18.0% | -1.6% | +19.7% | +15.9% |
| 3Y | +61.0% | -25.9% | +86.9% | +61.2% |
| All | +61.0% | -28.0% | +89.1% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling