+46.1%
RSP vs WM
+62.1%
-15.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.2% |
| 7D | -1.4% | +4.5% | -5.9% | -2.8% |
| 30D | +2.1% | +16.1% | -13.9% | -2.6% |
| 3M | -0.9% | +8.0% | -9.0% | -3.4% |
| 6M | +7.5% | +8.4% | -0.9% | +4.4% |
| YTD | +14.6% | +11.2% | +3.3% | +9.8% |
| 1Y | +17.6% | +22.3% | -4.7% | +8.7% |
| 3Y | +60.8% | +50.2% | +10.5% | +33.4% |
| 5Y | +46.1% | +63.3% | -17.1% | +14.6% |
| All | +46.1% | +62.1% | -15.9% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling