+4.4%
RDW vs WWD
+174.0%
-169.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +2.5% |
| 7D | +4.8% | -2.9% | +7.7% | +6.6% |
| 30D | -19.5% | -6.6% | -12.9% | -16.0% |
| 3M | -26.9% | -9.3% | -17.6% | -22.6% |
| 6M | +17.8% | -13.6% | +31.4% | +26.2% |
| YTD | +43.0% | +10.4% | +32.7% | +30.7% |
| 1Y | +32.1% | +39.9% | -7.8% | +3.1% |
| 3Y | +250.6% | +165.0% | +85.6% | +98.1% |
| 5Y | -6.6% | +183.8% | -190.4% | -52.4% |
| All | +4.4% | +174.0% | -169.6% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling