+1,127.7%
RSP vs WSM
+2,692.3%
-1,564.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.0% |
| 7D | -0.8% | -3.3% | +2.5% | +0.1% |
| 30D | -0.3% | -8.4% | +8.1% | +2.0% |
| 3M | +4.3% | +9.7% | -5.4% | +1.4% |
| 6M | +8.8% | +16.7% | -7.9% | +3.8% |
| YTD | +15.3% | +28.7% | -13.4% | +6.8% |
| 1Y | +18.3% | +13.7% | +4.6% | +12.9% |
| 3Y | +52.8% | +230.1% | -177.3% | +2.9% |
| 5Y | +51.7% | +179.0% | -127.2% | +2.3% |
| 10Y | +208.5% | +1,002.5% | -794.1% | +23.9% |
| All | +1,127.7% | +2,692.3% | -1,564.6% | +181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling