+588.4%
RSP vs WU
-19.5%
+607.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | +0.7% | +11.0% | -10.3% | -3.6% |
| 30D | +3.7% | +13.4% | -9.7% | -1.7% |
| 3M | +0.7% | +2.2% | -1.6% | -0.9% |
| 6M | +9.0% | -18.2% | +27.2% | +15.6% |
| YTD | +16.7% | -18.3% | +35.0% | +22.8% |
| 1Y | +19.0% | -12.2% | +31.1% | +21.3% |
| 3Y | +64.7% | -20.8% | +85.5% | +70.4% |
| 5Y | +49.6% | -42.6% | +92.2% | +72.6% |
| 10Y | +213.2% | -35.5% | +248.6% | +230.8% |
| All | +588.4% | -19.5% | +607.9% | +481.4% |
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