+1,143.3%
RSP vs BWA
+924.3%
+219.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.4% | -3.1% | +0.3% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | +3.7% | -16.1% | +19.8% | +10.3% |
| 3M | +0.8% | -24.6% | +25.4% | +11.0% |
| 6M | +9.1% | -15.7% | +24.8% | +14.1% |
| YTD | +16.7% | +15.1% | +1.6% | +6.3% |
| 1Y | +19.7% | +15.9% | +3.8% | +8.6% |
| 3Y | +66.7% | +67.1% | -0.4% | +27.9% |
| 5Y | +48.7% | +34.7% | +14.0% | +19.9% |
| 10Y | +215.6% | +99.5% | +116.0% | +100.1% |
| All | +1,143.3% | +924.3% | +219.0% | +233.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling