+230.8%
RDW vs BBWI
-45.3%
+276.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.4% | -8.7% | -4.5% |
| 7D | +0.9% | -4.8% | +5.7% | +2.4% |
| 30D | -21.3% | +3.5% | -24.8% | -22.9% |
| 3M | -37.9% | -0.3% | -37.5% | -39.2% |
| 6M | +12.3% | -5.4% | +17.6% | +11.6% |
| YTD | +39.7% | -4.7% | +44.5% | +38.2% |
| 1Y | +25.7% | -30.5% | +56.2% | +38.8% |
| 3Y | +230.8% | -44.3% | +275.2% | +248.8% |
| All | +230.8% | -45.3% | +276.1% | +248.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling