+53.0%
RSP vs W
-63.2%
+116.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.8% |
| 7D | -0.8% | -4.2% | +3.4% | -0.3% |
| 30D | -0.3% | -7.6% | +7.2% | +0.5% |
| 3M | +4.3% | +37.2% | -32.9% | -0.4% |
| 6M | +8.8% | +26.3% | -17.5% | +4.4% |
| YTD | +15.3% | -1.0% | +16.2% | +13.1% |
| 1Y | +18.3% | +20.1% | -1.8% | +12.7% |
| 3Y | +52.8% | +37.8% | +15.0% | +35.3% |
| All | +53.0% | -63.2% | +116.2% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling