+33.2%
W vs RDW
+241.5%
-208.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.6% |
| 7D | -0.9% | +0.9% | -1.7% | -1.1% |
| 30D | -4.2% | -21.3% | +17.0% | +0.1% |
| 3M | +26.9% | -37.9% | +64.8% | +36.6% |
| 6M | +31.2% | +12.3% | +19.0% | +21.0% |
| YTD | -1.8% | +39.7% | -41.6% | -16.2% |
| 1Y | +9.3% | +25.7% | -16.4% | -7.8% |
| 3Y | +33.2% | +230.8% | -197.6% | -26.1% |
| All | +33.2% | +241.5% | -208.3% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling