+28.3%
RDW vs IWF
+10.9%
+17.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.6% |
| 7D | -3.1% | +0.5% | -3.7% | -4.6% |
| 30D | -1.8% | -0.4% | -1.4% | -0.5% |
| 3M | -50.9% | -2.6% | -48.3% | -45.2% |
| 6M | +13.5% | +9.1% | +4.3% | -2.2% |
| YTD | +38.6% | +4.5% | +34.1% | +33.0% |
| 1Y | +28.3% | +10.1% | +18.2% | +31.4% |
| All | +28.3% | +10.9% | +17.4% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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