-6.1%
RDW vs VMC
+47.0%
-53.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -3.0% |
| 7D | +0.9% | -3.8% | +4.6% | +4.0% |
| 30D | -21.3% | -9.7% | -11.6% | -14.4% |
| 3M | -37.9% | -9.6% | -28.2% | -34.6% |
| 6M | +12.3% | -4.8% | +17.1% | +11.4% |
| YTD | +39.7% | -10.9% | +50.6% | +46.6% |
| 1Y | +25.7% | -15.6% | +41.3% | +38.4% |
| 3Y | +230.8% | +19.3% | +211.5% | +169.2% |
| All | -6.1% | +47.0% | -53.1% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling