+45.9%
RSP vs WEC
+54.4%
-8.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -1.4% | +3.2% | -4.7% | -2.5% |
| 30D | +2.1% | +14.7% | -12.5% | -2.4% |
| 3M | -0.9% | +10.2% | -11.2% | -4.2% |
| 6M | +7.5% | +4.5% | +3.0% | +5.7% |
| YTD | +14.6% | +15.1% | -0.5% | +8.7% |
| 1Y | +17.6% | +9.4% | +8.2% | +13.6% |
| 3Y | +60.8% | +56.9% | +3.9% | +34.7% |
| All | +45.9% | +54.4% | -8.5% | +21.6% |
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