+1.2%
RDW vs SW
+12.7%
-11.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.3% | +1.2% |
| 7D | -3.1% | -5.1% | +2.0% | -1.8% |
| 30D | -1.8% | -4.6% | +2.8% | -0.6% |
| 3M | -50.9% | +9.4% | -60.2% | -52.4% |
| 6M | +13.5% | +3.5% | +10.0% | +11.1% |
| YTD | +38.6% | +22.0% | +16.5% | +29.2% |
| 1Y | +28.3% | +2.2% | +26.0% | +24.6% |
| 3Y | +217.2% | +19.6% | +197.6% | +194.8% |
| 5Y | -14.0% | -2.3% | -11.6% | -22.5% |
| All | +1.2% | +12.7% | -11.6% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling