+11.1%
RDW vs WAB
+46.5%
-35.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -5.8% |
| 7D | -14.3% | +4.5% | -18.9% | -17.3% |
| 30D | -26.0% | +1.1% | -27.0% | -26.6% |
| 3M | -27.4% | -1.3% | -26.1% | -26.8% |
| 6M | -10.6% | +12.7% | -23.4% | -19.8% |
| YTD | +1.6% | +38.7% | -37.1% | -37.6% |
| 1Y | +11.1% | +44.9% | -33.9% | -36.4% |
| All | +11.1% | +46.5% | -35.5% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling