+230.8%
RDW vs NWSA
+43.3%
+187.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.5% |
| 7D | +0.9% | -2.8% | +3.7% | +3.1% |
| 30D | -21.3% | +3.0% | -24.3% | -23.5% |
| 3M | -37.9% | +12.3% | -50.2% | -45.8% |
| 6M | +12.3% | +21.9% | -9.6% | -11.3% |
| YTD | +39.7% | +13.6% | +26.2% | +17.8% |
| 1Y | +25.7% | +0.5% | +25.2% | +22.1% |
| 3Y | +230.8% | +43.8% | +187.1% | +139.1% |
| All | +230.8% | +43.3% | +187.6% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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