-6.1%
RDW vs WTW
+42.0%
-48.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +0.9% | -5.7% | +6.6% | +3.4% |
| 30D | -21.3% | -7.3% | -14.0% | -18.9% |
| 3M | -37.9% | +21.5% | -59.3% | -43.8% |
| 6M | +12.3% | +9.6% | +2.6% | +5.1% |
| YTD | +39.7% | -3.3% | +43.0% | +40.8% |
| 1Y | +25.7% | -6.1% | +31.8% | +29.5% |
| 3Y | +230.8% | +61.8% | +169.0% | +133.3% |
| All | -6.1% | +42.0% | -48.1% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling