+206.2%
RDDT vs WM
+6.9%
+199.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -1.5% |
| 7D | +1.0% | -0.3% | +1.3% | +0.9% |
| 30D | -0.5% | -2.4% | +1.9% | -1.3% |
| 3M | -16.0% | +0.4% | -16.4% | -15.6% |
| 6M | +4.9% | -9.5% | +14.4% | +2.4% |
| YTD | -32.8% | +0.5% | -33.3% | -32.1% |
| 1Y | -33.5% | -1.1% | -32.4% | -32.7% |
| All | +206.2% | +6.9% | +199.3% | +220.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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