+204.4%
RSP vs WWD
+476.2%
-271.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.3% |
| 7D | -0.4% | +0.8% | -1.2% | -0.7% |
| 30D | -1.5% | -6.4% | +4.9% | +0.6% |
| 3M | +4.8% | -5.6% | +10.4% | +6.0% |
| 6M | +10.3% | -9.1% | +19.4% | +12.2% |
| YTD | +14.1% | +12.5% | +1.5% | +6.9% |
| 1Y | +17.0% | +41.3% | -24.3% | +0.1% |
| 3Y | +54.2% | +170.2% | -116.0% | +0.3% |
| 5Y | +51.5% | +192.5% | -141.0% | -6.9% |
| 10Y | +204.4% | +476.9% | -272.5% | +38.2% |
| All | +204.4% | +476.2% | -271.8% | +38.2% |
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