+71.3%
V vs RDW
-9.1%
+80.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.0% |
| 7D | -1.2% | +0.9% | -2.1% | -1.3% |
| 30D | +3.1% | -21.3% | +24.3% | +3.9% |
| 3M | +16.3% | -37.9% | +54.2% | +18.1% |
| 6M | +20.4% | +12.3% | +8.1% | +17.7% |
| YTD | +6.3% | +39.7% | -33.5% | +1.7% |
| 1Y | +8.7% | +25.7% | -17.0% | +3.8% |
| 3Y | +53.3% | +230.8% | -177.5% | +33.1% |
| All | +71.3% | -9.1% | +80.4% | +50.1% |
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