+1,115.8%
RSP vs WAT
+1,834.9%
-719.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -1.0% | -1.1% | +0.1% | -0.7% |
| 30D | +2.6% | +5.0% | -2.4% | +0.6% |
| 3M | -0.8% | +14.5% | -15.3% | -6.0% |
| 6M | +6.3% | +30.9% | -24.6% | -4.7% |
| YTD | +14.1% | +20.5% | -6.3% | +4.1% |
| 1Y | +18.0% | +23.3% | -5.3% | +6.6% |
| 3Y | +61.0% | +81.5% | -20.5% | +19.0% |
| 5Y | +45.6% | +33.4% | +12.2% | +18.9% |
| 10Y | +220.2% | +231.5% | -11.3% | +73.6% |
| All | +1,115.8% | +1,834.9% | -719.1% | +221.2% |
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