+144.2%
IBM vs RDW
0.0%
+144.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.7% | +8.1% | +3.6% |
| 7D | +3.6% | +3.6% | 0.0% | +3.4% |
| 30D | +1.5% | -18.4% | +20.0% | +2.4% |
| 3M | -12.9% | -32.1% | +19.2% | -11.8% |
| 6M | -3.9% | +10.9% | -14.8% | -5.9% |
| YTD | -17.3% | +40.8% | -58.1% | -20.5% |
| 1Y | -5.0% | +31.1% | -36.1% | -8.9% |
| 3Y | +78.2% | +245.2% | -166.9% | +61.7% |
| 5Y | +120.6% | -16.7% | +137.4% | +101.2% |
| All | +144.2% | 0.0% | +144.2% | +117.4% |
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