-6.1%
RDW vs WY
-22.2%
+16.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.5% |
| 7D | +0.9% | -4.2% | +5.0% | +3.8% |
| 30D | -21.3% | -10.1% | -11.2% | -15.4% |
| 3M | -37.9% | -8.5% | -29.4% | -35.7% |
| 6M | +12.3% | -3.3% | +15.6% | +11.0% |
| YTD | +39.7% | -4.4% | +44.1% | +38.6% |
| 1Y | +25.7% | -11.5% | +37.2% | +32.5% |
| 3Y | +230.8% | -24.3% | +255.2% | +285.5% |
| All | -6.1% | -22.2% | +16.1% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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