+344.5%
RSP vs NWSA
+99.5%
+245.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.0% |
| 7D | +0.4% | -10.5% | +10.9% | +4.4% |
| 30D | +3.7% | -8.8% | +12.5% | +6.9% |
| 3M | +0.8% | -6.5% | +7.3% | +2.8% |
| 6M | +9.1% | -1.3% | +10.4% | +8.4% |
| YTD | +16.7% | +2.5% | +14.2% | +13.6% |
| 1Y | +19.7% | +0.2% | +19.5% | +17.5% |
| 3Y | +66.7% | +27.6% | +39.1% | +47.1% |
| 5Y | +48.7% | +17.0% | +31.7% | +32.1% |
| 10Y | +215.6% | +148.3% | +67.2% | +94.6% |
| All | +344.5% | +99.5% | +245.0% | +191.3% |
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