+2.0%
RDW vs VSH
+62.0%
-59.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.1% | -8.4% | -6.2% |
| 7D | +0.9% | +4.8% | -3.9% | -2.4% |
| 30D | -21.3% | -0.7% | -20.6% | -21.3% |
| 3M | -37.9% | -43.1% | +5.2% | -14.3% |
| 6M | +12.3% | +91.8% | -79.5% | -31.6% |
| YTD | +39.7% | +131.6% | -91.9% | -24.5% |
| 1Y | +25.7% | +118.1% | -92.4% | -29.7% |
| 3Y | +230.8% | +40.9% | +189.9% | +121.9% |
| 5Y | -8.8% | +75.8% | -84.5% | -48.6% |
| All | +2.0% | +62.0% | -59.9% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling