+11.1%
RDW vs SN
+156.5%
-145.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.1% | -9.0% | -6.0% |
| 7D | -14.3% | +10.6% | -25.0% | -16.9% |
| 30D | -26.0% | +20.0% | -46.0% | -29.9% |
| 3M | -27.4% | +30.4% | -57.7% | -32.9% |
| 6M | -10.6% | +91.0% | -101.6% | -27.7% |
| YTD | +1.6% | +95.9% | -94.4% | -21.0% |
| 1Y | +11.1% | +158.9% | -147.8% | -10.2% |
| All | +11.1% | +156.5% | -145.4% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling