-6.1%
RDW vs BBWI
-67.2%
+61.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.4% | -8.7% | -4.7% |
| 7D | +0.9% | -4.8% | +5.7% | +2.5% |
| 30D | -21.3% | +3.5% | -24.8% | -23.0% |
| 3M | -37.9% | -0.3% | -37.5% | -39.3% |
| 6M | +12.3% | -5.4% | +17.6% | +11.3% |
| YTD | +39.7% | -4.7% | +44.5% | +37.7% |
| 1Y | +25.7% | -30.5% | +56.2% | +38.2% |
| 3Y | +230.8% | -44.3% | +275.2% | +267.3% |
| All | -6.1% | -67.2% | +61.1% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling