+53.9%
RMD vs WWD
+164.2%
-110.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.8% |
| 7D | -4.5% | +0.8% | -5.3% | -4.6% |
| 30D | +4.6% | -6.4% | +11.0% | +6.0% |
| 3M | +14.8% | -5.6% | +20.4% | +15.3% |
| 6M | -12.1% | -9.1% | -3.0% | -11.1% |
| YTD | -7.5% | +12.5% | -20.0% | -11.4% |
| 1Y | -20.1% | +41.3% | -61.4% | -28.2% |
| 3Y | +53.9% | +170.2% | -116.3% | +8.3% |
| All | +53.9% | +164.2% | -110.3% | +8.3% |
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