+230.8%
RDW vs WPM
+267.3%
-36.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -3.5% |
| 7D | +0.9% | -0.6% | +1.4% | +1.0% |
| 30D | -21.3% | +14.4% | -35.7% | -28.1% |
| 3M | -37.9% | +37.0% | -74.8% | -49.2% |
| 6M | +12.3% | +4.1% | +8.1% | +6.8% |
| YTD | +39.7% | +31.7% | +8.0% | +20.7% |
| 1Y | +25.7% | +44.2% | -18.5% | +4.7% |
| 3Y | +230.8% | +265.5% | -34.6% | +93.8% |
| All | +230.8% | +267.3% | -36.4% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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