-6.1%
RDW vs NWSA
+40.0%
-46.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -45.3% |
| 6M | +12.3% | +21.9% | -9.6% | -9.1% |
| YTD | +39.7% | +13.6% | +26.2% | +19.2% |
| 1Y | +25.7% | +0.5% | +25.2% | +20.4% |
| 3Y | +230.8% | +43.8% | +187.1% | +140.6% |
| All | -6.1% | +40.0% | -46.1% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling