+64.8%
RSP vs W
+160.9%
-96.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.6% |
| 7D | +1.8% | -1.7% | +3.5% | +2.0% |
| 30D | +3.5% | +3.2% | +0.2% | +3.0% |
| 3M | +0.2% | +8.3% | -8.1% | -0.9% |
| 6M | +9.1% | +84.3% | -75.2% | +0.5% |
| YTD | +16.6% | +11.0% | +5.6% | +12.8% |
| 1Y | +17.9% | -0.2% | +18.1% | +15.4% |
| All | +64.8% | +160.9% | -96.1% | +35.0% |
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