+203.4%
RSP vs GWW
+565.7%
-362.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -3.1% | -3.1% | 0.0% | -1.9% |
| 30D | -3.4% | -2.3% | -1.1% | -2.6% |
| 3M | +3.6% | -3.3% | +6.9% | +4.6% |
| 6M | +9.0% | +15.4% | -6.4% | +2.5% |
| YTD | +12.2% | +26.7% | -14.6% | +1.4% |
| 1Y | +15.6% | +29.0% | -13.4% | +3.6% |
| 3Y | +51.6% | +89.0% | -37.3% | +15.4% |
| 5Y | +50.4% | +221.8% | -171.3% | -8.6% |
| All | +203.4% | +565.7% | -362.3% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling