+214.2%
RDW vs SW
+40.1%
+174.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.9% | -3.4% |
| 7D | +7.2% | -2.9% | +10.1% | +8.5% |
| 30D | -10.3% | +5.0% | -15.4% | -12.2% |
| 3M | -41.4% | -13.7% | -27.8% | -38.2% |
| 6M | -32.5% | +8.0% | -40.6% | -35.6% |
| YTD | +1.7% | +14.0% | -12.2% | -7.3% |
| 1Y | +39.0% | +25.6% | +13.4% | +21.1% |
| 3Y | +214.2% | +40.1% | +174.1% | +186.1% |
| All | +214.2% | +40.1% | +174.1% | +186.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling