+1,143.3%
RSP vs WAB
+5,151.2%
-4,007.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.9% | +0.2% |
| 7D | +0.4% | +4.0% | -3.5% | -1.2% |
| 30D | +3.7% | +4.5% | -0.8% | +1.7% |
| 3M | +0.8% | +2.3% | -1.5% | -0.4% |
| 6M | +9.1% | +12.5% | -3.4% | +3.1% |
| YTD | +16.7% | +40.2% | -23.5% | +0.6% |
| 1Y | +19.7% | +45.2% | -25.5% | +1.6% |
| 3Y | +66.7% | +171.8% | -105.1% | +8.4% |
| 5Y | +48.7% | +217.6% | -168.9% | -10.2% |
| 10Y | +215.6% | +285.3% | -69.7% | +61.5% |
| All | +1,143.3% | +5,151.2% | -4,007.9% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 all: compounded portfolio wealth divided by compounded WAB 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…
all analysis · Full analysis span regression · 6 months rolling