+1,115.8%
RSP vs WEC
+1,720.3%
-604.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.6% |
| 7D | -1.0% | -0.2% | -0.9% | -1.0% |
| 30D | +2.6% | +12.3% | -9.7% | -3.3% |
| 3M | -0.8% | +8.3% | -9.0% | -4.9% |
| 6M | +6.3% | +3.5% | +2.8% | +3.9% |
| YTD | +14.1% | +12.7% | +1.4% | +6.6% |
| 1Y | +18.0% | +8.2% | +9.8% | +12.5% |
| 3Y | +61.0% | +55.9% | +5.2% | +25.4% |
| 5Y | +45.6% | +51.2% | -5.7% | +13.1% |
| 10Y | +220.2% | +177.6% | +42.5% | +61.5% |
| All | +1,115.8% | +1,720.3% | -604.5% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling