+2.0%
RDW vs CDW
+22.7%
-20.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.8% | -10.1% | -6.2% |
| 7D | +0.9% | +0.9% | -0.1% | -0.1% |
| 30D | -21.3% | +13.1% | -34.3% | -26.7% |
| 3M | -37.9% | +19.7% | -57.5% | -45.3% |
| 6M | +12.3% | +30.7% | -18.5% | -11.9% |
| YTD | +39.7% | +14.7% | +25.0% | +18.8% |
| 1Y | +25.7% | -5.3% | +31.0% | +24.2% |
| 3Y | +230.8% | -23.8% | +254.7% | +269.9% |
| 5Y | -8.8% | -16.8% | +8.0% | -9.7% |
| All | +2.0% | +22.7% | -20.7% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling