+1,144.5%
RSP vs ITW
+1,431.4%
-286.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +2.4% | +2.3% | 0.0% | +0.9% |
| 30D | +4.3% | +6.7% | -2.4% | 0.0% |
| 3M | -0.3% | -0.5% | +0.2% | -0.2% |
| 6M | +9.8% | +16.4% | -6.6% | -1.0% |
| YTD | +16.8% | +19.0% | -2.1% | +3.1% |
| 1Y | +19.5% | +20.2% | -0.7% | +4.7% |
| 3Y | +65.1% | +33.1% | +32.1% | +33.9% |
| 5Y | +48.7% | +35.7% | +13.0% | +17.4% |
| 10Y | +213.6% | +194.0% | +19.5% | +42.9% |
| All | +1,144.5% | +1,431.4% | -286.9% | +83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling