+230.8%
RDW vs TW
+19.1%
+211.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.3% |
| 7D | +0.9% | -4.5% | +5.3% | +1.0% |
| 30D | -21.3% | -2.3% | -19.0% | -21.2% |
| 3M | -37.9% | +2.6% | -40.5% | -38.5% |
| 6M | +12.3% | -17.5% | +29.8% | +17.2% |
| YTD | +39.7% | -5.3% | +45.0% | +40.9% |
| 1Y | +25.7% | -14.8% | +40.5% | +31.9% |
| 3Y | +230.8% | +18.8% | +212.0% | +272.4% |
| All | +230.8% | +19.1% | +211.8% | +272.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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