+1,127.7%
RSP vs ITW
+1,329.4%
-201.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | -0.8% | -3.6% | +2.8% | +1.5% |
| 30D | -0.3% | -9.1% | +8.8% | +5.9% |
| 3M | +4.3% | +8.2% | -3.9% | -1.3% |
| 6M | +8.8% | -4.8% | +13.6% | +11.5% |
| YTD | +15.3% | +11.0% | +4.2% | +6.5% |
| 1Y | +18.3% | +4.2% | +14.0% | +13.5% |
| 3Y | +52.8% | +17.3% | +35.5% | +34.5% |
| 5Y | +51.7% | +33.0% | +18.7% | +21.3% |
| 10Y | +208.5% | +182.3% | +26.1% | +44.3% |
| All | +1,127.7% | +1,329.4% | -201.7% | +89.4% |
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