+1,116.6%
WDC vs RDW
+1.6%
+1,115.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -4.7% |
| 7D | +4.4% | +4.8% | -0.4% | +3.6% |
| 30D | +5.3% | -19.5% | +24.8% | +8.7% |
| 3M | -5.9% | -26.9% | +21.0% | -2.7% |
| 6M | +73.2% | +17.8% | +55.5% | +62.6% |
| YTD | +167.8% | +43.0% | +124.8% | +140.1% |
| 1Y | +386.0% | +32.1% | +353.9% | +331.9% |
| 3Y | +1,309.7% | +250.6% | +1,059.1% | +877.4% |
| 5Y | +957.1% | -6.6% | +963.7% | +701.7% |
| All | +1,116.6% | +1.6% | +1,115.0% | +808.7% |
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