+215.6%
RSP vs WFC
+142.4%
+73.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.4% | +1.5% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +3.7% | +2.9% | +0.8% | +2.5% |
| 3M | +0.8% | -1.4% | +2.2% | +1.1% |
| 6M | +9.1% | +14.3% | -5.3% | +2.7% |
| YTD | +16.7% | -6.2% | +22.9% | +18.4% |
| 1Y | +19.7% | +1.6% | +18.1% | +17.4% |
| 3Y | +66.7% | +126.9% | -60.2% | +12.9% |
| 5Y | +48.7% | +94.0% | -45.3% | +5.1% |
| 10Y | +215.6% | +134.0% | +81.5% | +93.4% |
| All | +215.6% | +142.4% | +73.1% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 10y: compounded portfolio wealth divided by compounded WFC 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…
10y analysis · Full analysis span regression · 6 months rolling