-30.7%
RDW vs SW
+8.4%
-39.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.5% | -0.9% | +17.4% | +16.7% |
| 7D | -14.1% | +2.3% | -16.4% | -14.6% |
| 30D | -29.6% | +6.8% | -36.4% | -30.9% |
| 3M | -39.1% | -5.2% | -33.9% | -38.2% |
| 6M | -25.2% | +7.4% | -32.6% | -27.2% |
| YTD | -5.1% | +17.4% | -22.5% | -10.8% |
| 1Y | +20.6% | +27.1% | -6.5% | +11.0% |
| 3Y | +153.0% | +47.9% | +105.1% | +128.5% |
| 5Y | -43.5% | -2.6% | -40.9% | -48.7% |
| All | -30.7% | +8.4% | -39.2% | -37.7% |
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