-25.7%
RDW vs WM
+129.1%
-154.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | +7.2% | +3.2% | +4.0% | +7.6% |
| 30D | -10.3% | +13.0% | -23.3% | -9.6% |
| 3M | -41.4% | +9.2% | -50.7% | -41.0% |
| 6M | -32.5% | +13.6% | -46.2% | -32.7% |
| YTD | +1.7% | +12.4% | -10.7% | +1.6% |
| 1Y | +39.0% | +21.2% | +17.8% | +36.5% |
| 3Y | +214.2% | +48.7% | +165.5% | +199.2% |
| 5Y | -31.3% | +61.9% | -93.2% | -35.8% |
| All | -25.7% | +129.1% | -154.8% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling