+53.0%
RSP vs WEC
+31.0%
+22.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -0.3% | -1.3% | +1.0% | 0.0% |
| 3M | +4.3% | -3.9% | +8.2% | +5.4% |
| 6M | +8.8% | -8.3% | +17.1% | +11.7% |
| YTD | +15.3% | +3.1% | +12.2% | +13.5% |
| 1Y | +18.3% | +1.9% | +16.3% | +16.8% |
| 3Y | +52.8% | +41.9% | +10.9% | +32.9% |
| All | +53.0% | +31.0% | +22.0% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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