+142.1%
WBD vs RDW
+241.5%
-99.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | -0.7% | +0.9% | -1.6% | -0.9% |
| 30D | +1.4% | -21.3% | +22.7% | +4.1% |
| 3M | +4.4% | -37.9% | +42.3% | +9.1% |
| 6M | +0.8% | +12.3% | -11.4% | -5.7% |
| YTD | -2.7% | +39.7% | -42.4% | -14.9% |
| 1Y | +73.4% | +25.7% | +47.7% | +51.1% |
| 3Y | +142.1% | +230.8% | -88.7% | +45.2% |
| All | +142.1% | +241.5% | -99.3% | +45.2% |
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