+147.6%
IBM vs RDW
-0.7%
+148.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +4.1% |
| 7D | +3.6% | +0.9% | +2.7% | +3.5% |
| 30D | +3.1% | -21.3% | +24.4% | +4.1% |
| 3M | -10.8% | -37.9% | +27.0% | -9.3% |
| 6M | -0.8% | +12.3% | -13.1% | -2.9% |
| YTD | -16.2% | +39.7% | -55.9% | -19.4% |
| 1Y | -2.9% | +25.7% | -28.6% | -6.7% |
| 3Y | +79.8% | +230.8% | -151.0% | +63.3% |
| 5Y | +124.9% | -8.8% | +133.6% | +103.9% |
| All | +147.6% | -0.7% | +148.4% | +120.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling