+190.3%
RDDT vs WWD
+128.0%
+62.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | -7.4% | +0.6% | -8.0% | -7.7% |
| 30D | -7.7% | -5.1% | -2.6% | -4.9% |
| 3M | -17.8% | -11.2% | -6.5% | -13.4% |
| 6M | +5.5% | -12.0% | +17.5% | +10.5% |
| YTD | -36.3% | +12.0% | -48.3% | -45.1% |
| 1Y | -39.0% | +42.8% | -81.8% | -57.5% |
| All | +190.3% | +128.0% | +62.3% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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