+2.0%
RDW vs WU
-53.0%
+55.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | +0.9% | -3.5% | +4.3% | +1.8% |
| 30D | -21.3% | -2.9% | -18.3% | -20.8% |
| 3M | -37.9% | -2.3% | -35.6% | -39.0% |
| 6M | +12.3% | -25.4% | +37.6% | +20.6% |
| YTD | +39.7% | -21.2% | +60.9% | +46.6% |
| 1Y | +25.7% | -8.9% | +34.5% | +23.6% |
| 3Y | +230.8% | -29.0% | +259.8% | +251.3% |
| 5Y | -8.8% | -50.7% | +42.0% | +0.7% |
| All | +2.0% | -53.0% | +55.1% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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