+54.2%
RSP vs ITW
+21.4%
+32.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -0.4% | -0.4% | 0.0% | -0.2% |
| 30D | -1.5% | -9.4% | +7.9% | +3.6% |
| 3M | +4.8% | +7.1% | -2.3% | +0.7% |
| 6M | +10.3% | -1.9% | +12.1% | +10.8% |
| YTD | +14.1% | +10.4% | +3.6% | +6.7% |
| 1Y | +17.0% | +3.3% | +13.7% | +13.7% |
| 3Y | +54.2% | +21.0% | +33.2% | +33.3% |
| All | +54.2% | +21.4% | +32.8% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling