+2.8%
RDW vs MSCI
+34.3%
-31.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.3% | -5.0% |
| 7D | +3.6% | -1.1% | +4.7% | +4.0% |
| 30D | -18.4% | -1.2% | -17.3% | -18.3% |
| 3M | -32.1% | -8.4% | -23.7% | -30.7% |
| 6M | +10.9% | -1.0% | +11.9% | +8.1% |
| YTD | +40.8% | -2.3% | +43.1% | +36.8% |
| 1Y | +31.1% | -1.2% | +32.3% | +25.1% |
| 3Y | +245.2% | +7.9% | +237.2% | +211.9% |
| 5Y | -16.7% | -10.1% | -6.7% | -26.1% |
| All | +2.8% | +34.3% | -31.5% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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