+7.9%
RDW vs ACWI
+89.5%
-81.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.1% | +7.7% |
| 7D | +9.5% | +1.1% | +8.4% | +6.7% |
| 30D | -17.4% | -0.2% | -17.2% | -17.0% |
| 3M | -39.5% | +4.7% | -44.2% | -44.3% |
| 6M | +31.3% | +14.5% | +16.9% | +3.2% |
| YTD | +47.8% | +14.6% | +33.1% | +18.6% |
| 1Y | +33.8% | +21.4% | +12.4% | -2.9% |
| 3Y | +262.3% | +77.6% | +184.7% | +48.7% |
| 5Y | -5.7% | +68.1% | -73.8% | -57.8% |
| All | +7.9% | +89.5% | -81.7% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ACWI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling