+1,127.7%
RSP vs BBWI
+410.2%
+717.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.2% |
| 7D | -0.8% | +1.5% | -2.3% | -1.2% |
| 30D | -0.3% | -5.2% | +4.9% | +0.6% |
| 3M | +4.3% | +11.1% | -6.8% | +0.5% |
| 6M | +8.8% | -13.4% | +22.2% | +10.3% |
| YTD | +15.3% | +0.1% | +15.2% | +11.8% |
| 1Y | +18.3% | -36.1% | +54.4% | +26.7% |
| 3Y | +52.8% | -44.1% | +96.9% | +60.6% |
| 5Y | +51.7% | -66.2% | +118.0% | +73.5% |
| 10Y | +208.5% | -54.8% | +263.2% | +171.8% |
| All | +1,127.7% | +410.2% | +717.6% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling