-6.1%
RDW vs SM
+108.4%
-114.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +0.9% | +4.6% | -3.7% | -0.1% |
| 30D | -21.3% | +18.2% | -39.5% | -24.4% |
| 3M | -37.9% | +22.5% | -60.4% | -41.5% |
| 6M | +12.3% | +50.6% | -38.3% | -3.0% |
| YTD | +39.7% | +108.1% | -68.4% | +8.8% |
| 1Y | +25.7% | +46.0% | -20.3% | +8.3% |
| 3Y | +230.8% | +2.9% | +228.0% | +196.5% |
| All | -6.1% | +108.4% | -114.5% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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