-6.1%
RDW vs WWD
+184.1%
-190.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -3.2% |
| 7D | +0.9% | -2.6% | +3.4% | +2.5% |
| 30D | -21.3% | -6.9% | -14.3% | -17.3% |
| 3M | -37.9% | -13.0% | -24.8% | -32.1% |
| 6M | +12.3% | -12.5% | +24.7% | +19.8% |
| YTD | +39.7% | +11.8% | +27.9% | +24.3% |
| 1Y | +25.7% | +41.1% | -15.4% | -6.5% |
| 3Y | +230.8% | +163.1% | +67.8% | +67.0% |
| All | -6.1% | +184.1% | -190.2% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling