+11.1%
RDW vs IWD
+33.0%
-22.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.6% | -7.5% | -13.1% |
| 7D | -14.3% | +2.5% | -16.9% | -21.4% |
| 30D | -26.0% | +6.0% | -32.0% | -39.6% |
| 3M | -27.4% | +3.8% | -31.1% | -36.4% |
| 6M | -10.6% | +16.3% | -27.0% | -49.8% |
| YTD | +1.6% | +27.5% | -25.9% | -60.1% |
| 1Y | +11.1% | +32.8% | -21.7% | -62.9% |
| All | +11.1% | +33.0% | -22.0% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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