+61.0%
RSP vs W
+123.5%
-62.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.2% |
| 7D | -1.0% | -3.6% | +2.6% | -0.7% |
| 30D | +2.6% | +7.0% | -4.4% | +1.7% |
| 3M | -0.8% | +7.4% | -8.2% | -1.8% |
| 6M | +6.3% | +69.3% | -63.0% | -1.2% |
| YTD | +14.1% | +11.3% | +2.8% | +10.4% |
| 1Y | +18.0% | +13.2% | +4.8% | +13.7% |
| 3Y | +61.0% | +142.0% | -81.0% | +32.4% |
| All | +61.0% | +123.5% | -62.5% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling