+2.0%
RDW vs WWD
+177.7%
-175.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -3.1% |
| 7D | +0.9% | -2.6% | +3.4% | +2.4% |
| 30D | -21.3% | -6.9% | -14.3% | -17.7% |
| 3M | -37.9% | -13.0% | -24.8% | -32.7% |
| 6M | +12.3% | -12.5% | +24.7% | +19.3% |
| YTD | +39.7% | +11.8% | +27.9% | +26.6% |
| 1Y | +25.7% | +41.1% | -15.4% | -2.4% |
| 3Y | +230.8% | +163.1% | +67.8% | +87.1% |
| 5Y | -8.8% | +187.6% | -196.4% | -53.9% |
| All | +2.0% | +177.7% | -175.7% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling