-67.1%
SE vs RDW
-9.1%
-58.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.9% |
| 7D | -5.2% | +0.9% | -6.1% | -5.4% |
| 30D | -17.1% | -21.3% | +4.2% | -13.2% |
| 3M | +24.0% | -37.9% | +61.8% | +33.9% |
| 6M | +21.0% | +12.3% | +8.7% | +9.3% |
| YTD | -16.7% | +39.7% | -56.5% | -31.4% |
| 1Y | -45.9% | +25.7% | -71.6% | -55.9% |
| 3Y | +177.8% | +230.8% | -53.0% | +23.8% |
| All | -67.1% | -9.1% | -58.0% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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