+4.4%
RDW vs VSH
+52.6%
-48.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.2% |
| 7D | +4.8% | +3.1% | +1.7% | +2.7% |
| 30D | -19.5% | -5.7% | -13.8% | -16.7% |
| 3M | -26.9% | -42.5% | +15.6% | +0.7% |
| 6M | +17.8% | +82.7% | -64.9% | -25.8% |
| YTD | +43.0% | +118.2% | -75.2% | -19.5% |
| 1Y | +32.1% | +109.7% | -77.6% | -24.0% |
| 3Y | +250.6% | +35.3% | +215.4% | +142.3% |
| 5Y | -6.6% | +65.6% | -72.2% | -45.2% |
| All | +4.4% | +52.6% | -48.2% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling