+230.8%
RDW vs BWA
+70.7%
+160.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -3.2% |
| 7D | +0.9% | -1.3% | +2.2% | +1.6% |
| 30D | -21.3% | -2.9% | -18.3% | -19.8% |
| 3M | -37.9% | -10.7% | -27.1% | -33.4% |
| 6M | +12.3% | +26.5% | -14.2% | +2.3% |
| YTD | +39.7% | +49.1% | -9.4% | +11.8% |
| 1Y | +25.7% | +52.1% | -26.4% | -1.2% |
| 3Y | +230.8% | +72.6% | +158.3% | +90.7% |
| All | +230.8% | +70.7% | +160.1% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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