+2.0%
RDW vs ITW
+46.4%
-44.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -3.3% |
| 7D | +0.9% | -0.7% | +1.6% | +1.5% |
| 30D | -21.3% | -8.3% | -13.0% | -14.9% |
| 3M | -37.9% | +6.0% | -43.9% | -42.5% |
| 6M | +12.3% | 0.0% | +12.3% | +8.8% |
| YTD | +39.7% | +10.2% | +29.5% | +21.7% |
| 1Y | +25.7% | +3.2% | +22.5% | +16.8% |
| 3Y | +230.8% | +21.0% | +209.9% | +170.0% |
| 5Y | -8.8% | +37.9% | -46.7% | -34.0% |
| All | +2.0% | +46.4% | -44.4% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling