+210.3%
RSP vs WWD
+442.7%
-232.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.2% |
| 7D | +1.8% | +8.2% | -6.4% | -0.9% |
| 30D | +3.5% | -0.2% | +3.7% | +3.2% |
| 3M | +0.2% | -8.4% | +8.6% | +2.7% |
| 6M | +9.1% | -9.5% | +18.6% | +11.4% |
| YTD | +16.6% | +10.1% | +6.5% | +9.6% |
| 1Y | +17.9% | +21.6% | -3.7% | +6.4% |
| 3Y | +64.6% | +149.6% | -85.0% | +10.0% |
| 5Y | +48.4% | +191.3% | -142.9% | -8.9% |
| All | +210.3% | +442.7% | -232.4% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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