+180.7%
EWT vs RDW
-0.7%
+181.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.0% |
| 7D | -1.1% | +0.9% | -2.0% | -1.2% |
| 30D | +4.5% | -21.3% | +25.7% | +6.4% |
| 3M | +8.3% | -37.9% | +46.1% | +11.5% |
| 6M | +54.2% | +12.3% | +42.0% | +50.1% |
| YTD | +74.6% | +39.7% | +34.8% | +65.6% |
| 1Y | +84.9% | +25.7% | +59.2% | +75.1% |
| 3Y | +197.5% | +230.8% | -33.3% | +150.9% |
| 5Y | +150.6% | -8.8% | +159.4% | +117.0% |
| All | +180.7% | -0.7% | +181.5% | +138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling