+2.0%
RDW vs WSM
+319.1%
-317.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.9% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | -21.3% | -7.7% | -13.6% | -18.0% |
| 3M | -37.9% | +3.8% | -41.6% | -39.5% |
| 6M | +12.3% | +22.7% | -10.4% | +0.4% |
| YTD | +39.7% | +28.0% | +11.7% | +22.9% |
| 1Y | +25.7% | +12.7% | +13.0% | +17.8% |
| 3Y | +230.8% | +231.3% | -0.4% | +84.1% |
| 5Y | -8.8% | +177.2% | -185.9% | -48.9% |
| All | +2.0% | +319.1% | -317.1% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling