+53.0%
RSP vs WWD
+198.3%
-145.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.8% |
| 7D | -0.8% | +1.3% | -2.1% | -1.1% |
| 30D | -0.3% | -7.2% | +6.8% | +1.6% |
| 3M | +4.3% | -3.8% | +8.1% | +4.6% |
| 6M | +8.8% | -9.9% | +18.7% | +10.7% |
| YTD | +15.3% | +14.8% | +0.4% | +8.4% |
| 1Y | +18.3% | +42.1% | -23.8% | +3.2% |
| 3Y | +52.8% | +170.8% | -118.0% | +3.4% |
| All | +53.0% | +198.3% | -145.3% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling