+588.6%
RSP vs WU
-20.5%
+609.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | +0.4% | +9.1% | -8.6% | -3.2% |
| 30D | +3.7% | +12.1% | -8.4% | -1.3% |
| 3M | +0.8% | +0.3% | +0.4% | 0.0% |
| 6M | +9.1% | -19.1% | +28.2% | +16.1% |
| YTD | +16.7% | -19.2% | +35.9% | +23.4% |
| 1Y | +19.7% | -15.3% | +35.0% | +23.8% |
| 3Y | +66.7% | -21.3% | +88.0% | +72.9% |
| 5Y | +48.7% | -41.7% | +90.4% | +70.2% |
| 10Y | +215.6% | -36.0% | +251.5% | +234.4% |
| All | +588.6% | -20.5% | +609.0% | +484.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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