+2.0%
RDW vs WAB
+251.8%
-249.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -3.3% |
| 7D | +0.9% | +0.1% | +0.7% | +0.8% |
| 30D | -21.3% | -4.1% | -17.2% | -18.1% |
| 3M | -37.9% | +8.2% | -46.0% | -43.5% |
| 6M | +12.3% | +15.4% | -3.1% | -4.2% |
| YTD | +39.7% | +33.1% | +6.6% | +3.5% |
| 1Y | +25.7% | +48.1% | -22.4% | -15.6% |
| 3Y | +230.8% | +167.7% | +63.1% | +44.8% |
| 5Y | -8.8% | +225.7% | -234.5% | -64.0% |
| All | +2.0% | +251.8% | -249.8% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling