+2.0%
RDW vs IWD
+100.0%
-98.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -4.2% |
| 7D | +0.9% | -0.8% | +1.7% | +2.4% |
| 30D | -21.3% | -0.8% | -20.4% | -20.1% |
| 3M | -37.9% | +6.9% | -44.8% | -46.8% |
| 6M | +12.3% | +18.3% | -6.0% | -19.8% |
| YTD | +39.7% | +22.4% | +17.4% | -5.0% |
| 1Y | +25.7% | +27.4% | -1.7% | -20.0% |
| 3Y | +230.8% | +71.2% | +159.7% | +41.1% |
| 5Y | -8.8% | +75.7% | -84.5% | -60.6% |
| All | +2.0% | +100.0% | -98.0% | -59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling