+51.6%
SPGI vs RDW
0.0%
+51.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.7% | +2.2% | -2.3% |
| 7D | -3.1% | +3.6% | -6.7% | -3.3% |
| 30D | +2.0% | -18.4% | +20.5% | +2.9% |
| 3M | +4.3% | -32.1% | +36.4% | +5.7% |
| 6M | -0.2% | +10.9% | -11.1% | -3.2% |
| YTD | -14.8% | +40.8% | -55.6% | -19.4% |
| 1Y | -18.5% | +31.1% | -49.7% | -23.4% |
| 3Y | +16.0% | +245.2% | -229.2% | -5.2% |
| 5Y | +2.2% | -16.7% | +18.9% | -15.5% |
| All | +51.6% | 0.0% | +51.6% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling