+215.7%
RSP vs W
+224.5%
-8.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | -0.3% | -7.4% | +7.1% | +0.6% |
| 30D | +4.4% | +7.8% | -3.4% | +3.4% |
| 3M | +1.3% | +10.9% | -9.6% | -0.2% |
| 6M | +10.0% | +86.4% | -76.4% | +0.9% |
| YTD | +17.6% | +14.0% | +3.7% | +13.3% |
| 1Y | +19.2% | +3.5% | +15.7% | +15.9% |
| 3Y | +66.0% | +164.8% | -98.7% | +36.8% |
| 5Y | +50.4% | -53.1% | +103.5% | +37.5% |
| 10Y | +215.7% | +220.4% | -4.8% | +103.6% |
| All | +215.7% | +224.5% | -8.9% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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