+4.4%
RDW vs WCC
+317.6%
-313.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +3.5% |
| 7D | +4.8% | +1.7% | +3.2% | +3.8% |
| 30D | -19.5% | -6.1% | -13.5% | -16.6% |
| 3M | -26.9% | +3.1% | -30.0% | -28.2% |
| 6M | +17.8% | +28.2% | -10.5% | +2.4% |
| YTD | +43.0% | +41.1% | +1.9% | +19.1% |
| 1Y | +32.1% | +61.3% | -29.2% | +1.5% |
| 3Y | +250.6% | +123.6% | +127.0% | +124.2% |
| 5Y | -6.6% | +214.8% | -221.4% | -47.3% |
| All | +4.4% | +317.6% | -313.1% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling