+89.9%
V vs RDW
0.0%
+89.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | -0.2% |
| 7D | -2.9% | +3.6% | -6.5% | -3.1% |
| 30D | +1.9% | -18.4% | +20.3% | +2.6% |
| 3M | +13.2% | -32.1% | +45.3% | +14.5% |
| 6M | +16.7% | +10.9% | +5.9% | +14.2% |
| YTD | +5.4% | +40.8% | -35.4% | +0.8% |
| 1Y | +7.7% | +31.1% | -23.5% | +2.6% |
| 3Y | +52.0% | +245.2% | -193.2% | +31.7% |
| 5Y | +67.7% | -16.7% | +84.5% | +47.3% |
| All | +89.9% | 0.0% | +89.9% | +64.9% |
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