+4.4%
RDW vs BBWI
-47.6%
+52.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.1% |
| 7D | +4.8% | -8.0% | +12.8% | +7.8% |
| 30D | -19.5% | -6.6% | -12.9% | -18.2% |
| 3M | -26.9% | -2.7% | -24.2% | -27.7% |
| 6M | +17.8% | -12.8% | +30.5% | +20.5% |
| YTD | +43.0% | -10.5% | +53.5% | +44.6% |
| 1Y | +32.1% | -35.3% | +67.4% | +48.0% |
| 3Y | +250.6% | -47.7% | +298.4% | +297.2% |
| 5Y | -6.6% | -68.9% | +62.3% | +24.4% |
| All | +4.4% | -47.6% | +52.0% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling