+230.8%
RDW vs WEC
+39.2%
+191.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.9% | -0.6% | +1.4% | +1.0% |
| 30D | -21.3% | -2.6% | -18.7% | -20.8% |
| 3M | -37.9% | -6.0% | -31.8% | -37.3% |
| 6M | +12.3% | -5.4% | +17.7% | +12.7% |
| YTD | +39.7% | +2.5% | +37.3% | +35.4% |
| 1Y | +25.7% | -0.7% | +26.4% | +23.9% |
| 3Y | +230.8% | +38.7% | +192.1% | +175.6% |
| All | +230.8% | +39.2% | +191.7% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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