+48.4%
RSP vs WMB
+201.0%
-152.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.1% |
| 7D | +1.8% | +8.1% | -6.3% | -0.5% |
| 30D | +3.5% | -6.9% | +10.4% | +5.3% |
| 3M | +0.2% | -5.1% | +5.3% | +1.2% |
| 6M | +9.1% | -5.7% | +14.8% | +9.9% |
| YTD | +16.6% | +18.1% | -1.5% | +8.2% |
| 1Y | +17.9% | +18.4% | -0.5% | +9.1% |
| 3Y | +64.6% | +122.7% | -58.1% | +14.8% |
| 5Y | +48.4% | +202.0% | -153.6% | -8.0% |
| All | +48.4% | +201.0% | -152.6% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling