+746.4%
PWR vs RDW
-0.7%
+747.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.3% | +7.4% | +5.4% |
| 7D | +4.2% | +0.9% | +3.3% | +4.1% |
| 30D | -4.0% | -21.3% | +17.2% | -1.5% |
| 3M | -4.8% | -37.9% | +33.1% | -0.7% |
| 6M | +14.6% | +12.3% | +2.4% | +9.6% |
| YTD | +54.2% | +39.7% | +14.5% | +41.4% |
| 1Y | +67.1% | +25.7% | +41.4% | +52.7% |
| 3Y | +218.5% | +230.8% | -12.4% | +143.0% |
| 5Y | +466.3% | -8.8% | +475.0% | +348.9% |
| All | +746.4% | -0.7% | +747.1% | +538.6% |
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