+347.9%
RSP vs NWSA
+101.5%
+246.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -0.3% | -12.2% | +11.9% | +4.4% |
| 30D | +4.4% | -8.7% | +13.1% | +7.7% |
| 3M | +1.3% | -6.0% | +7.2% | +3.1% |
| 6M | +10.0% | -0.3% | +10.3% | +8.9% |
| YTD | +17.6% | +3.5% | +14.1% | +14.1% |
| 1Y | +19.2% | +0.8% | +18.5% | +16.8% |
| 3Y | +66.0% | +31.1% | +34.9% | +45.0% |
| 5Y | +50.4% | +18.8% | +31.6% | +32.9% |
| 10Y | +215.7% | +147.9% | +67.8% | +94.7% |
| All | +347.9% | +101.5% | +246.5% | +192.5% |
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