+50.5%
RSP vs ITW
+33.8%
+16.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | 0.0% |
| 7D | -1.8% | -1.9% | +0.1% | -0.7% |
| 30D | -2.5% | -10.4% | +7.8% | +3.7% |
| 3M | +3.0% | +3.5% | -0.5% | +0.5% |
| 6M | +8.9% | -3.4% | +12.3% | +10.4% |
| YTD | +13.0% | +8.5% | +4.5% | +6.3% |
| 1Y | +16.2% | +3.2% | +13.0% | +12.5% |
| 3Y | +52.7% | +18.9% | +33.8% | +33.5% |
| 5Y | +50.5% | +35.0% | +15.4% | +16.2% |
| All | +50.5% | +33.8% | +16.7% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling