+48.4%
RSP vs WY
-32.2%
+80.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.5% |
| 7D | +1.8% | -5.4% | +7.2% | +4.1% |
| 30D | +3.5% | +7.9% | -4.4% | 0.0% |
| 3M | +0.2% | -16.6% | +16.8% | +7.6% |
| 6M | +9.1% | -11.2% | +20.3% | +13.4% |
| YTD | +16.6% | -11.3% | +27.9% | +20.4% |
| 1Y | +17.9% | -5.5% | +23.5% | +18.0% |
| 3Y | +64.6% | -25.4% | +90.0% | +79.3% |
| 5Y | +48.4% | -32.4% | +80.8% | +66.8% |
| All | +48.4% | -32.2% | +80.6% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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