-25.7%
RDW vs ACWI
+83.6%
-109.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.5% | -3.1% |
| 7D | +7.2% | +2.4% | +4.8% | +2.0% |
| 30D | -10.3% | -1.7% | -8.7% | -4.8% |
| 3M | -41.4% | -3.9% | -37.5% | -34.1% |
| 6M | -32.5% | +0.8% | -33.3% | -29.4% |
| YTD | +1.7% | +11.0% | -9.3% | -9.9% |
| 1Y | +39.0% | +13.1% | +25.9% | +19.5% |
| 3Y | +214.2% | +73.9% | +140.3% | +38.8% |
| 5Y | -31.3% | +59.0% | -90.3% | -65.6% |
| All | -25.7% | +83.6% | -109.4% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling