+17.0%
RSP vs BWA
+53.0%
-36.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.8% |
| 7D | -0.4% | +4.3% | -4.7% | -0.8% |
| 30D | -1.5% | -2.9% | +1.4% | -1.3% |
| 3M | +4.8% | -12.4% | +17.2% | +6.3% |
| 6M | +10.3% | +28.6% | -18.3% | +6.6% |
| YTD | +14.1% | +48.2% | -34.2% | +4.8% |
| 1Y | +17.0% | +50.9% | -33.9% | +6.6% |
| All | +17.0% | +53.0% | -36.0% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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