+64.6%
EWZ vs RDW
-13.0%
+77.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | +1.1% | +4.8% | -3.7% | +0.9% |
| 30D | +13.5% | -19.5% | +33.0% | +14.8% |
| 3M | +15.2% | -26.9% | +42.1% | +16.6% |
| 6M | +3.7% | +17.8% | -14.0% | +0.7% |
| YTD | +22.5% | +43.0% | -20.5% | +16.8% |
| 1Y | +35.3% | +32.1% | +3.2% | +28.5% |
| 3Y | +50.2% | +250.6% | -200.4% | +28.3% |
| 5Y | +64.6% | -6.6% | +71.2% | +42.8% |
| All | +64.6% | -13.0% | +77.6% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling