+48.7%
RSP vs BWA
+34.0%
+14.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.4% | -3.1% | +0.8% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | +3.7% | -16.1% | +19.8% | +8.5% |
| 3M | +0.8% | -24.6% | +25.4% | +8.2% |
| 6M | +9.1% | -15.7% | +24.8% | +12.6% |
| YTD | +16.7% | +15.1% | +1.6% | +7.3% |
| 1Y | +19.7% | +15.9% | +3.8% | +9.7% |
| 3Y | +66.7% | +67.1% | -0.4% | +30.9% |
| 5Y | +48.7% | +34.7% | +14.0% | +19.0% |
| All | +48.7% | +34.0% | +14.7% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling