+18.3%
STM vs RDW
-9.1%
+27.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.8% |
| 7D | -1.4% | +0.9% | -2.3% | -1.6% |
| 30D | -4.9% | -21.3% | +16.3% | -1.7% |
| 3M | -34.0% | -37.9% | +3.9% | -30.1% |
| 6M | +51.8% | +12.3% | +39.6% | +44.9% |
| YTD | +99.4% | +39.7% | +59.6% | +80.8% |
| 1Y | +99.1% | +25.7% | +73.4% | +79.8% |
| 3Y | +19.5% | +230.8% | -211.4% | -14.5% |
| All | +18.3% | -9.1% | +27.4% | -12.0% |
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