+1.2%
RDW vs WM
+104.8%
-103.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.8% | +1.5% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | -1.8% | -2.4% | +0.6% | -1.8% |
| 3M | -50.9% | +0.4% | -51.3% | -51.3% |
| 6M | +13.5% | -9.5% | +23.0% | +15.1% |
| YTD | +38.6% | +0.5% | +38.1% | +37.4% |
| 1Y | +28.3% | -1.1% | +29.3% | +27.4% |
| 3Y | +217.2% | +46.0% | +171.1% | +194.4% |
| 5Y | -14.0% | +51.8% | -65.8% | -20.9% |
| All | +1.2% | +104.8% | -103.7% | -14.2% |
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