+120.0%
EWY vs RDW
-0.7%
+120.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.5% | +3.5% |
| 7D | -0.1% | +0.9% | -0.9% | -0.2% |
| 30D | +7.3% | -21.3% | +28.6% | +10.0% |
| 3M | -5.1% | -37.9% | +32.7% | -1.1% |
| 6M | +42.1% | +12.3% | +29.8% | +38.4% |
| YTD | +94.1% | +39.7% | +54.4% | +84.0% |
| 1Y | +147.8% | +25.7% | +122.1% | +134.5% |
| 3Y | +222.9% | +230.8% | -7.9% | +166.5% |
| 5Y | +150.6% | -8.8% | +159.4% | +116.4% |
| All | +120.0% | -0.7% | +120.7% | +85.6% |
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