+215.6%
RSP vs WM
+337.2%
-121.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.1% | +2.2% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | +3.7% | +13.3% | -9.6% | -2.9% |
| 3M | +0.8% | +4.4% | -3.6% | -1.8% |
| 6M | +9.1% | +10.8% | -1.7% | +2.5% |
| YTD | +16.7% | +9.1% | +7.7% | +9.9% |
| 1Y | +19.7% | +19.1% | +0.5% | +7.1% |
| 3Y | +66.7% | +45.7% | +21.1% | +28.8% |
| 5Y | +48.7% | +60.4% | -11.8% | +6.1% |
| 10Y | +215.6% | +328.7% | -113.2% | +36.7% |
| All | +215.6% | +337.2% | -121.6% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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