+2.0%
RDW vs IWF
+108.4%
-106.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -3.6% |
| 7D | +0.9% | -0.9% | +1.8% | +2.3% |
| 30D | -21.3% | -1.7% | -19.5% | -19.0% |
| 3M | -37.9% | +0.7% | -38.5% | -37.3% |
| 6M | +12.3% | +8.6% | +3.7% | +4.0% |
| YTD | +39.7% | +3.5% | +36.2% | +41.0% |
| 1Y | +25.7% | +7.0% | +18.6% | +22.1% |
| 3Y | +230.8% | +76.3% | +154.5% | +79.2% |
| 5Y | -8.8% | +74.8% | -83.5% | -50.1% |
| All | +2.0% | +108.4% | -106.4% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling