+643.5%
RSP vs WBD
+330.6%
+312.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +13.8% | -9.4% | +0.8% |
| 7D | +4.4% | +13.8% | -9.4% | +0.8% |
| 30D | +4.4% | +13.8% | -9.4% | +0.8% |
| 3M | +4.4% | +13.8% | -9.4% | +0.8% |
| 6M | +10.2% | +13.3% | -3.1% | +6.5% |
| YTD | +11.5% | +7.4% | +4.1% | +9.3% |
| 1Y | +12.2% | +63.0% | -50.8% | -1.9% |
| 3Y | +59.7% | +206.7% | -147.1% | +7.9% |
| 5Y | +51.0% | +18.4% | +32.6% | +24.4% |
| 10Y | +200.9% | +11.8% | +189.2% | +115.7% |
| All | +643.5% | +330.6% | +312.8% | +181.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling