+5.8%
RDW vs ITW
+23.0%
-17.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.4% | -7.3% | -5.0% |
| 7D | -14.3% | +6.3% | -20.6% | -14.6% |
| 30D | -26.0% | +11.1% | -37.1% | -26.6% |
| 3M | -27.4% | +0.1% | -27.5% | -27.2% |
| 6M | -10.6% | +18.1% | -28.7% | -14.0% |
| YTD | +1.6% | +21.4% | -19.8% | -10.4% |
| All | +5.8% | +23.0% | -17.3% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling