+1,127.7%
RSP vs WEC
+1,564.3%
-436.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | -0.8% | -0.3% | -0.5% | -0.6% |
| 30D | -0.3% | -1.3% | +1.0% | +0.2% |
| 3M | +4.3% | -3.9% | +8.2% | +6.1% |
| 6M | +8.8% | -8.3% | +17.1% | +13.1% |
| YTD | +15.3% | +3.1% | +12.2% | +12.8% |
| 1Y | +18.3% | +1.9% | +16.3% | +16.1% |
| 3Y | +52.8% | +41.9% | +10.9% | +24.7% |
| 5Y | +51.7% | +30.8% | +20.9% | +27.0% |
| 10Y | +208.5% | +141.9% | +66.5% | +67.8% |
| All | +1,127.7% | +1,564.3% | -436.6% | +82.9% |
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