+205.8%
RSP vs ITW
+194.8%
+11.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.1% |
| 7D | -1.9% | -0.7% | -1.2% | -1.5% |
| 30D | -2.8% | -8.3% | +5.5% | +2.3% |
| 3M | +2.8% | +6.0% | -3.2% | -1.1% |
| 6M | +10.2% | 0.0% | +10.2% | +9.5% |
| YTD | +13.1% | +10.2% | +2.9% | +5.4% |
| 1Y | +14.8% | +3.2% | +11.5% | +11.1% |
| 3Y | +52.6% | +21.0% | +31.6% | +32.6% |
| 5Y | +51.6% | +37.9% | +13.7% | +19.6% |
| All | +205.8% | +194.8% | +11.0% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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