+209.8%
RSP vs NWSA
+144.0%
+65.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -1.8% | -3.1% | +1.3% | -0.6% |
| 30D | -2.5% | +4.3% | -6.8% | -4.2% |
| 3M | +3.0% | +9.2% | -6.2% | -1.0% |
| 6M | +8.9% | +21.6% | -12.7% | 0.0% |
| YTD | +13.0% | +14.2% | -1.3% | +5.9% |
| 1Y | +16.2% | +1.8% | +14.5% | +13.8% |
| 3Y | +52.7% | +44.4% | +8.2% | +28.1% |
| 5Y | +50.5% | +41.0% | +9.5% | +23.8% |
| 10Y | +209.8% | +150.0% | +59.8% | +84.4% |
| All | +209.8% | +144.0% | +65.8% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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