+4.4%
RDW vs BWA
+100.0%
-95.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.2% |
| 7D | +4.8% | -0.1% | +4.9% | +4.8% |
| 30D | -19.5% | -5.5% | -14.1% | -16.9% |
| 3M | -26.9% | -7.6% | -19.3% | -23.2% |
| 6M | +17.8% | +25.0% | -7.2% | +7.8% |
| YTD | +43.0% | +47.0% | -3.9% | +16.6% |
| 1Y | +32.1% | +54.0% | -21.9% | +4.4% |
| 3Y | +250.6% | +70.7% | +180.0% | +149.2% |
| 5Y | -6.6% | +86.7% | -93.3% | -39.9% |
| All | +4.4% | +100.0% | -95.6% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling