+204.4%
RSP vs WMB
+309.4%
-105.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.8% |
| 7D | -0.4% | +0.8% | -1.2% | -0.7% |
| 30D | -1.5% | +7.7% | -9.2% | -4.2% |
| 3M | +4.8% | +6.7% | -1.9% | +2.0% |
| 6M | +10.3% | +3.6% | +6.6% | +8.1% |
| YTD | +14.1% | +28.0% | -13.9% | +3.5% |
| 1Y | +17.0% | +37.6% | -20.6% | +3.0% |
| 3Y | +54.2% | +149.0% | -94.8% | +7.5% |
| 5Y | +51.5% | +285.3% | -233.8% | -10.8% |
| 10Y | +204.4% | +302.1% | -97.7% | +64.4% |
| All | +204.4% | +309.4% | -105.0% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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