+230.8%
RDW vs WWD
+167.6%
+63.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -3.3% |
| 7D | +0.9% | -2.6% | +3.4% | +2.7% |
| 30D | -21.3% | -6.9% | -14.3% | -17.0% |
| 3M | -37.9% | -13.0% | -24.8% | -31.7% |
| 6M | +12.3% | -12.5% | +24.7% | +20.1% |
| YTD | +39.7% | +11.8% | +27.9% | +21.0% |
| 1Y | +25.7% | +41.1% | -15.4% | -12.3% |
| 3Y | +230.8% | +163.1% | +67.8% | +63.8% |
| All | +230.8% | +167.6% | +63.2% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling