+7.9%
RDW vs IWD
+100.0%
-92.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.5% | +8.3% |
| 7D | +9.5% | -0.2% | +9.6% | +9.6% |
| 30D | -17.4% | -0.8% | -16.6% | -16.2% |
| 3M | -39.5% | +8.0% | -47.6% | -49.1% |
| 6M | +31.3% | +18.2% | +13.2% | -5.8% |
| YTD | +47.8% | +22.3% | +25.4% | +0.5% |
| 1Y | +33.8% | +28.9% | +5.0% | -16.6% |
| 3Y | +262.3% | +71.5% | +190.7% | +54.1% |
| 5Y | -5.7% | +73.6% | -79.3% | -59.0% |
| All | +7.9% | +100.0% | -92.1% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling