+95.2%
RDDT vs WM
+19.6%
+75.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +3.5% | +3.2% | +0.3% | +4.8% |
| 30D | -33.7% | +13.0% | -46.8% | -30.5% |
| 3M | -37.7% | +9.2% | -47.0% | -35.5% |
| 6M | -36.1% | +13.6% | -49.8% | -32.6% |
| YTD | -57.2% | +12.4% | -69.6% | -54.7% |
| 1Y | -48.0% | +21.2% | -69.2% | -44.0% |
| All | +95.2% | +19.6% | +75.6% | +113.5% |
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