+32.8%
EWZ vs RDW
+29.5%
+3.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | +0.9% | +0.9% | 0.0% | +0.8% |
| 30D | +12.8% | -21.3% | +34.1% | +14.3% |
| 3M | +10.8% | -37.9% | +48.6% | +13.3% |
| 6M | +2.5% | +12.3% | -9.8% | -1.1% |
| YTD | +21.4% | +39.7% | -18.4% | +15.3% |
| 1Y | +32.8% | +25.7% | +7.1% | +25.8% |
| All | +32.8% | +29.5% | +3.3% | +25.8% |
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