+238.6%
RDW vs IWD
+69.4%
+169.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +2.4% |
| 7D | +4.8% | -2.3% | +7.2% | +12.2% |
| 30D | -19.5% | -1.8% | -17.8% | -15.5% |
| 3M | -26.9% | +8.0% | -34.9% | -43.3% |
| 6M | +17.8% | +17.0% | +0.8% | -25.8% |
| YTD | +43.0% | +21.3% | +21.7% | -17.1% |
| 1Y | +32.1% | +27.9% | +4.1% | -33.1% |
| All | +238.6% | +69.4% | +169.2% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling