+2.0%
RDW vs GWRE
+10.4%
-8.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | +0.9% | -13.2% | +14.1% | +6.1% |
| 30D | -21.3% | -18.6% | -2.7% | -17.1% |
| 3M | -37.9% | +18.9% | -56.8% | -46.3% |
| 6M | +12.3% | -11.0% | +23.2% | +8.3% |
| YTD | +39.7% | -29.9% | +69.6% | +50.0% |
| 1Y | +25.7% | -44.3% | +70.0% | +54.4% |
| 3Y | +230.8% | +51.7% | +179.2% | +134.1% |
| 5Y | -8.8% | +15.4% | -24.2% | -32.5% |
| All | +2.0% | +10.4% | -8.4% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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