-3.6%
EW vs RDW
-0.7%
-2.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.6% |
| 7D | -6.2% | +0.9% | -7.0% | -6.2% |
| 30D | -9.3% | -21.3% | +11.9% | -8.3% |
| 3M | -1.6% | -37.9% | +36.2% | +0.3% |
| 6M | -0.8% | +12.3% | -13.1% | -3.5% |
| YTD | -1.0% | +39.7% | -40.8% | -5.9% |
| 1Y | +8.2% | +25.7% | -17.5% | +2.6% |
| 3Y | +12.7% | +230.8% | -218.2% | -5.4% |
| 5Y | -30.2% | -8.8% | -21.4% | -42.0% |
| All | -3.6% | -0.7% | -2.8% | -20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling