+1,127.7%
RSP vs WWD
+6,774.5%
-5,646.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.8% |
| 7D | -0.8% | +1.3% | -2.1% | -1.2% |
| 30D | -0.3% | -7.2% | +6.8% | +2.1% |
| 3M | +4.3% | -3.8% | +8.1% | +4.8% |
| 6M | +8.8% | -9.9% | +18.7% | +11.2% |
| YTD | +15.3% | +14.8% | +0.4% | +7.6% |
| 1Y | +18.3% | +42.1% | -23.8% | +1.7% |
| 3Y | +52.8% | +170.8% | -118.0% | +1.9% |
| 5Y | +51.7% | +197.5% | -145.8% | -4.3% |
| 10Y | +208.5% | +477.8% | -269.3% | +43.1% |
| All | +1,127.7% | +6,774.5% | -5,646.7% | +157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling