+338.9%
RSP vs NWSA
+127.4%
+211.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | -0.8% | -1.9% | +1.1% | 0.0% |
| 30D | -0.3% | +4.6% | -4.9% | -2.1% |
| 3M | +4.3% | +13.2% | -8.9% | -1.1% |
| 6M | +8.8% | +27.0% | -18.2% | -1.5% |
| YTD | +15.3% | +16.8% | -1.6% | +7.3% |
| 1Y | +18.3% | +4.5% | +13.8% | +14.7% |
| 3Y | +52.8% | +46.2% | +6.6% | +28.5% |
| 5Y | +51.7% | +40.9% | +10.8% | +26.0% |
| 10Y | +208.5% | +145.1% | +63.3% | +90.3% |
| All | +338.9% | +127.4% | +211.5% | +175.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling