+226.0%
RDW vs SW
+19.6%
+206.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.3% | +1.0% |
| 7D | -3.1% | -5.1% | +2.0% | -1.0% |
| 30D | -1.8% | -4.6% | +2.8% | +0.1% |
| 3M | -50.9% | +9.4% | -60.2% | -53.4% |
| 6M | +13.5% | +3.5% | +10.0% | +9.3% |
| YTD | +38.6% | +22.0% | +16.5% | +21.8% |
| 1Y | +28.3% | +2.2% | +26.0% | +21.7% |
| All | +226.0% | +19.6% | +206.4% | +215.3% |
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