+212.8%
RDDT vs GWW
+28.2%
+184.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.6% |
| 7D | +2.1% | -3.4% | +5.5% | +2.1% |
| 30D | +2.8% | -1.9% | +4.7% | +2.8% |
| 3M | -8.9% | -2.4% | -6.5% | -9.2% |
| 6M | +15.1% | +15.7% | -0.7% | +12.9% |
| YTD | -31.4% | +27.6% | -59.0% | -33.6% |
| 1Y | -39.4% | +27.2% | -66.6% | -41.6% |
| All | +212.8% | +28.2% | +184.6% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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