+7.9%
RDW vs SW
+8.9%
-1.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.4% | +10.1% | +7.5% |
| 7D | +9.5% | -2.6% | +12.0% | +10.1% |
| 30D | -17.4% | -7.5% | -9.9% | -15.7% |
| 3M | -39.5% | +10.3% | -49.8% | -41.6% |
| 6M | +31.3% | +5.4% | +25.9% | +27.8% |
| YTD | +47.8% | +17.9% | +29.9% | +38.9% |
| 1Y | +33.8% | -2.4% | +36.2% | +31.5% |
| 3Y | +262.3% | +28.7% | +233.5% | +234.5% |
| 5Y | -5.7% | -5.7% | 0.0% | -14.4% |
| All | +7.9% | +8.9% | -1.0% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SW 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling