-6.1%
RDW vs WCC
+224.0%
-230.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -6.0% | -4.7% |
| 7D | +0.9% | +1.5% | -0.7% | -0.3% |
| 30D | -21.3% | -2.1% | -19.1% | -20.3% |
| 3M | -37.9% | +3.8% | -41.7% | -39.7% |
| 6M | +12.3% | +35.0% | -22.7% | -7.4% |
| YTD | +39.7% | +46.4% | -6.6% | +10.5% |
| 1Y | +25.7% | +63.0% | -37.3% | -7.8% |
| 3Y | +230.8% | +133.9% | +96.9% | +90.2% |
| All | -6.1% | +224.0% | -230.1% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling