+1,115.8%
RSP vs BBWI
+458.5%
+657.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.4% |
| 7D | -1.0% | -6.2% | +5.2% | +0.5% |
| 30D | +2.6% | +19.9% | -17.3% | -2.3% |
| 3M | -0.8% | +7.1% | -7.9% | -3.5% |
| 6M | +6.3% | +13.7% | -7.4% | +0.7% |
| YTD | +14.1% | +9.6% | +4.5% | +7.5% |
| 1Y | +18.0% | -1.6% | +19.7% | +12.7% |
| 3Y | +61.0% | -25.9% | +86.9% | +56.4% |
| 5Y | +45.6% | -67.8% | +113.4% | +68.5% |
| 10Y | +220.2% | -43.5% | +263.6% | +160.6% |
| All | +1,115.8% | +458.5% | +657.2% | +215.1% |
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