+2.0%
RDW vs WY
-14.8%
+16.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.5% |
| 7D | +0.9% | -4.2% | +5.0% | +3.6% |
| 30D | -21.3% | -10.1% | -11.2% | -15.9% |
| 3M | -37.9% | -8.5% | -29.4% | -35.9% |
| 6M | +12.3% | -3.3% | +15.6% | +11.3% |
| YTD | +39.7% | -4.4% | +44.1% | +39.0% |
| 1Y | +25.7% | -11.5% | +37.2% | +32.0% |
| 3Y | +230.8% | -24.3% | +255.2% | +281.2% |
| 5Y | -8.8% | -21.3% | +12.5% | +10.1% |
| All | +2.0% | -14.8% | +16.8% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling