+63.9%
CSCO vs RDW
+24.9%
+39.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | -0.7% | -3.1% | +2.5% | -0.4% |
| 30D | -10.1% | -1.8% | -8.4% | -10.1% |
| 3M | -15.7% | -50.9% | +35.2% | -11.7% |
| 6M | +36.3% | +13.5% | +22.8% | +33.4% |
| YTD | +43.8% | +38.6% | +5.3% | +40.0% |
| 1Y | +63.9% | +28.3% | +35.7% | +59.0% |
| All | +63.9% | +24.9% | +39.0% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling