-6.1%
RDW vs BAX
-68.1%
+62.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.8% |
| 7D | +0.9% | -7.9% | +8.7% | +3.4% |
| 30D | -21.3% | -11.7% | -9.6% | -18.3% |
| 3M | -37.9% | +16.2% | -54.1% | -41.5% |
| 6M | +12.3% | +32.0% | -19.7% | +1.0% |
| YTD | +39.7% | +24.7% | +15.0% | +27.8% |
| 1Y | +25.7% | -2.6% | +28.3% | +22.7% |
| 3Y | +230.8% | -35.0% | +265.8% | +251.2% |
| All | -6.1% | -68.1% | +62.0% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 5y: compounded portfolio wealth divided by compounded BAX 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…
5y analysis · Full analysis span regression · 6 months rolling