+231.0%
RSP vs SW
+189.7%
+41.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +1.4% |
| 7D | +2.7% | +12.1% | -9.3% | +1.4% |
| 30D | +5.8% | +6.6% | -0.8% | +5.0% |
| 3M | +1.8% | -6.0% | +7.8% | +2.4% |
| 6M | +11.6% | +21.5% | -9.9% | +8.9% |
| YTD | +18.0% | +20.3% | -2.3% | +14.9% |
| 1Y | +21.8% | +28.1% | -6.3% | +17.9% |
| 3Y | +65.6% | +51.6% | +14.0% | +56.8% |
| 5Y | +51.6% | -0.1% | +51.8% | +45.4% |
| 10Y | +231.0% | +189.7% | +41.2% | +185.3% |
| All | +231.0% | +189.7% | +41.2% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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