+28.3%
RDW vs WSM
+19.9%
+8.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.5% | -0.1% |
| 7D | -3.1% | -3.3% | +0.1% | -0.6% |
| 30D | -1.8% | -8.4% | +6.6% | +5.3% |
| 3M | -50.9% | +9.7% | -60.5% | -55.4% |
| 6M | +13.5% | +16.7% | -3.2% | -3.0% |
| YTD | +38.6% | +28.7% | +9.9% | +4.0% |
| 1Y | +28.3% | +13.7% | +14.6% | +8.5% |
| All | +28.3% | +19.9% | +8.4% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling