+211.0%
RSP vs WSM
+1,131.4%
-920.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +2.4% | 0.0% | +2.4% | +2.3% |
| 30D | +4.3% | +5.1% | -0.8% | +3.0% |
| 3M | -0.3% | +5.1% | -5.4% | -1.6% |
| 6M | +9.8% | +48.6% | -38.8% | +0.1% |
| YTD | +16.8% | +44.2% | -27.4% | +6.8% |
| 1Y | +19.5% | +38.1% | -18.6% | +10.2% |
| 3Y | +65.1% | +257.2% | -192.1% | +16.9% |
| 5Y | +48.7% | +165.1% | -116.4% | +8.6% |
| All | +211.0% | +1,131.4% | -920.4% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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