+230.8%
RDW vs WCC
+130.1%
+100.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -6.0% | -5.0% |
| 7D | +0.9% | +1.5% | -0.7% | -0.4% |
| 30D | -21.3% | -2.1% | -19.1% | -20.3% |
| 3M | -37.9% | +3.8% | -41.7% | -40.0% |
| 6M | +12.3% | +35.0% | -22.7% | -9.9% |
| YTD | +39.7% | +46.4% | -6.6% | +7.0% |
| 1Y | +25.7% | +63.0% | -37.3% | -11.6% |
| 3Y | +230.8% | +133.9% | +96.9% | +84.5% |
| All | +230.8% | +130.1% | +100.7% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling