+205.8%
RSP vs WTW
+198.0%
+7.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.9% | -5.7% | +3.8% | +0.5% |
| 30D | -2.8% | -7.3% | +4.4% | +0.1% |
| 3M | +2.8% | +21.5% | -18.6% | -5.7% |
| 6M | +10.2% | +9.6% | +0.6% | +4.6% |
| YTD | +13.1% | -3.3% | +16.4% | +12.5% |
| 1Y | +14.8% | -6.1% | +20.9% | +15.6% |
| 3Y | +52.6% | +61.8% | -9.2% | +15.9% |
| 5Y | +51.6% | +42.7% | +8.9% | +20.8% |
| All | +205.8% | +198.0% | +7.8% | +77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling