+51.5%
RSP vs WCN
+30.9%
+20.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -0.4% | -0.4% | +0.1% | -0.2% |
| 30D | -1.5% | -2.1% | +0.6% | -0.8% |
| 3M | +4.8% | +6.4% | -1.6% | +2.2% |
| 6M | +10.3% | -3.7% | +14.0% | +11.3% |
| YTD | +14.1% | -6.4% | +20.4% | +16.2% |
| 1Y | +17.0% | -7.9% | +25.0% | +19.9% |
| 3Y | +54.2% | +20.8% | +33.4% | +37.3% |
| 5Y | +51.5% | +29.0% | +22.5% | +27.7% |
| All | +51.5% | +30.9% | +20.6% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 5y: compounded portfolio wealth divided by compounded WCN 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…
5y analysis · Full analysis span regression · 6 months rolling