+11.1%
RDW vs WCN
+16.1%
-5.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.8% | -7.7% | -3.2% |
| 7D | -14.3% | +6.7% | -21.0% | -10.7% |
| 30D | -26.0% | +24.3% | -50.3% | -15.6% |
| 3M | -27.4% | +16.1% | -43.5% | -20.5% |
| 6M | -10.6% | +19.9% | -30.6% | +0.8% |
| YTD | +1.6% | +10.1% | -8.5% | +23.0% |
| 1Y | +11.1% | +14.4% | -3.3% | +30.3% |
| All | +11.1% | +16.1% | -5.0% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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