+1,127.7%
RSP vs WAT
+1,631.0%
-503.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -0.8% | -1.3% | +0.5% | -0.3% |
| 30D | -0.3% | +2.3% | -2.7% | -1.3% |
| 3M | +4.3% | +8.7% | -4.5% | +0.7% |
| 6M | +8.8% | +28.3% | -19.5% | -2.2% |
| YTD | +15.3% | +7.8% | +7.5% | +9.8% |
| 1Y | +18.3% | +36.6% | -18.3% | +2.3% |
| 3Y | +52.8% | +45.7% | +7.1% | +22.9% |
| 5Y | +51.7% | -3.3% | +55.0% | +40.8% |
| 10Y | +208.5% | +162.1% | +46.4% | +82.7% |
| All | +1,127.7% | +1,631.0% | -503.3% | +239.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling