+715.3%
HWM vs RDW
-0.7%
+716.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | -11.4% | +0.9% | -12.3% | -11.6% |
| 30D | -18.5% | -21.3% | +2.8% | -17.0% |
| 3M | -13.2% | -37.9% | +24.7% | -10.6% |
| 6M | -8.7% | +12.3% | -20.9% | -12.4% |
| YTD | +12.2% | +39.7% | -27.6% | +3.6% |
| 1Y | +24.9% | +25.7% | -0.8% | +15.1% |
| 3Y | +383.9% | +230.8% | +153.1% | +281.5% |
| 5Y | +646.1% | -8.8% | +654.9% | +506.0% |
| All | +715.3% | -0.7% | +716.1% | +550.4% |
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