+61.0%
RSP vs WM
+47.1%
+13.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | -1.0% | +1.2% | -2.2% | -1.3% |
| 30D | +2.6% | +13.1% | -10.5% | +0.1% |
| 3M | -0.8% | +3.6% | -4.4% | -1.6% |
| 6M | +6.3% | +8.1% | -1.8% | +4.4% |
| YTD | +14.1% | +8.9% | +5.2% | +11.6% |
| 1Y | +18.0% | +20.3% | -2.3% | +12.4% |
| 3Y | +61.0% | +46.2% | +14.9% | +46.4% |
| All | +61.0% | +47.1% | +13.9% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling