+2.0%
RDW vs GWW
+249.2%
-247.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.7% |
| 7D | +0.9% | -3.4% | +4.2% | +2.8% |
| 30D | -21.3% | -1.9% | -19.4% | -20.6% |
| 3M | -37.9% | -2.4% | -35.5% | -37.8% |
| 6M | +12.3% | +15.7% | -3.5% | -0.7% |
| YTD | +39.7% | +27.6% | +12.1% | +16.2% |
| 1Y | +25.7% | +27.2% | -1.5% | +5.1% |
| 3Y | +230.8% | +89.7% | +141.2% | +129.9% |
| 5Y | -8.8% | +223.9% | -232.7% | -45.4% |
| All | +2.0% | +249.2% | -247.2% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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