+203.4%
RSP vs WBD
+15.6%
+187.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -3.1% | -0.6% | -2.5% | -3.0% |
| 30D | -3.4% | +4.2% | -7.6% | -4.1% |
| 3M | +3.6% | +7.5% | -3.9% | +2.2% |
| 6M | +9.0% | +1.6% | +7.4% | +8.6% |
| YTD | +12.2% | -2.2% | +14.3% | +12.5% |
| 1Y | +15.6% | +124.9% | -109.3% | -2.2% |
| 3Y | +51.6% | +149.1% | -97.5% | +20.0% |
| 5Y | +50.4% | +7.8% | +42.6% | +34.3% |
| All | +203.4% | +15.6% | +187.8% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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