+214.2%
RDW vs WM
+48.6%
+165.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.8% |
| 7D | +7.2% | +3.2% | +4.0% | +8.4% |
| 30D | -10.3% | +13.0% | -23.3% | -6.8% |
| 3M | -41.4% | +9.2% | -50.7% | -39.5% |
| 6M | -32.5% | +13.6% | -46.2% | -30.6% |
| YTD | +1.7% | +12.4% | -10.7% | +5.1% |
| 1Y | +39.0% | +21.2% | +17.8% | +40.9% |
| 3Y | +214.2% | +48.7% | +165.5% | +266.9% |
| All | +214.2% | +48.6% | +165.6% | +266.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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