+193.6%
WFC vs RDW
+1.6%
+192.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | +0.3% | +4.8% | -4.5% | -0.1% |
| 30D | +2.3% | -19.5% | +21.8% | +3.9% |
| 3M | +9.8% | -26.9% | +36.7% | +11.3% |
| 6M | +15.6% | +17.8% | -2.2% | +10.5% |
| YTD | -2.4% | +43.0% | -45.5% | -9.7% |
| 1Y | +13.8% | +32.1% | -18.3% | +4.9% |
| 3Y | +134.6% | +250.6% | -116.0% | +85.8% |
| 5Y | +127.9% | -6.6% | +134.5% | +83.4% |
| All | +193.6% | +1.6% | +192.0% | +131.2% |
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 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