+2.0%
RDW vs VMC
+63.2%
-61.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.9% |
| 7D | +0.9% | -3.8% | +4.6% | +3.7% |
| 30D | -21.3% | -9.7% | -11.6% | -15.1% |
| 3M | -37.9% | -9.6% | -28.2% | -34.8% |
| 6M | +12.3% | -4.8% | +17.1% | +11.8% |
| YTD | +39.7% | -10.9% | +50.6% | +46.4% |
| 1Y | +25.7% | -15.6% | +41.3% | +37.5% |
| 3Y | +230.8% | +19.3% | +211.5% | +181.1% |
| 5Y | -8.8% | +48.0% | -56.8% | -31.3% |
| All | +2.0% | +63.2% | -61.2% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling