+1,127.7%
RSP vs WM
+1,724.8%
-597.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | +0.2% |
| 7D | -0.8% | -0.3% | -0.5% | -0.6% |
| 30D | -0.3% | -2.4% | +2.0% | +1.0% |
| 3M | +4.3% | +0.4% | +3.9% | +3.4% |
| 6M | +8.8% | -9.5% | +18.3% | +14.1% |
| YTD | +15.3% | +0.5% | +14.8% | +13.4% |
| 1Y | +18.3% | -1.1% | +19.4% | +17.0% |
| 3Y | +52.8% | +46.0% | +6.8% | +16.3% |
| 5Y | +51.7% | +51.8% | -0.1% | +11.0% |
| 10Y | +208.5% | +307.5% | -99.0% | +20.1% |
| All | +1,127.7% | +1,724.8% | -597.1% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling