-6.6%
RDW vs WM
+50.1%
-56.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.6% |
| 7D | +4.8% | -3.1% | +8.0% | +4.7% |
| 30D | -19.5% | -5.3% | -14.2% | -19.7% |
| 3M | -26.9% | -4.2% | -22.7% | -27.3% |
| 6M | +17.8% | -8.1% | +25.8% | +18.3% |
| YTD | +43.0% | -1.4% | +44.5% | +41.7% |
| 1Y | +32.1% | +0.2% | +31.8% | +30.1% |
| 3Y | +250.6% | +43.1% | +207.6% | +226.3% |
| 5Y | -6.6% | +49.8% | -56.4% | -14.9% |
| All | -6.6% | +50.1% | -56.7% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling