+47.8%
EWZ vs RDW
0.0%
+47.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.3% | -1.1% |
| 7D | -0.1% | +3.6% | -3.6% | -0.3% |
| 30D | +8.2% | -18.4% | +26.6% | +9.4% |
| 3M | +13.3% | -32.1% | +45.4% | +15.1% |
| 6M | +3.6% | +10.9% | -7.3% | +0.9% |
| YTD | +21.0% | +40.8% | -19.8% | +15.4% |
| 1Y | +34.7% | +31.1% | +3.5% | +27.9% |
| 3Y | +48.3% | +245.2% | -196.9% | +26.3% |
| 5Y | +60.1% | -16.7% | +76.8% | +44.1% |
| All | +47.8% | 0.0% | +47.8% | +30.8% |
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 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