+1,115.0%
RSP vs WTW
+554.5%
+560.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +0.2% |
| 7D | -0.4% | -2.7% | +2.3% | +0.8% |
| 30D | -1.5% | -5.6% | +4.1% | +0.9% |
| 3M | +4.8% | +26.5% | -21.7% | -6.0% |
| 6M | +10.3% | +8.1% | +2.1% | +5.0% |
| YTD | +14.1% | -0.3% | +14.4% | +11.7% |
| 1Y | +17.0% | -0.9% | +17.9% | +14.6% |
| 3Y | +54.2% | +66.6% | -12.4% | +16.8% |
| 5Y | +51.5% | +54.0% | -2.5% | +17.7% |
| 10Y | +204.4% | +198.1% | +6.3% | +69.1% |
| All | +1,115.0% | +554.5% | +560.5% | +350.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WTW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling