+215.6%
RSP vs WAT
+232.2%
-16.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.2% | -1.9% | +0.8% |
| 7D | +0.4% | +6.0% | -5.6% | -1.6% |
| 30D | +3.7% | +9.9% | -6.2% | +0.3% |
| 3M | +0.8% | +17.2% | -16.4% | -4.8% |
| 6M | +9.1% | +34.2% | -25.1% | -2.2% |
| YTD | +16.7% | +25.5% | -8.8% | +5.9% |
| 1Y | +19.7% | +28.3% | -8.6% | +7.6% |
| 3Y | +66.7% | +88.4% | -21.6% | +22.3% |
| 5Y | +48.7% | +36.1% | +12.5% | +22.1% |
| 10Y | +215.6% | +234.8% | -19.2% | +79.5% |
| All | +215.6% | +232.2% | -16.6% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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