+319.8%
WMB vs RDW
-0.7%
+320.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.9% |
| 7D | -1.0% | +0.9% | -1.9% | -1.1% |
| 30D | -0.4% | -21.3% | +20.8% | +0.7% |
| 3M | +3.2% | -37.9% | +41.1% | +5.1% |
| 6M | +0.1% | +12.3% | -12.2% | -2.7% |
| YTD | +23.9% | +39.7% | -15.9% | +17.5% |
| 1Y | +27.6% | +25.7% | +1.9% | +20.7% |
| 3Y | +141.9% | +230.8% | -88.9% | +106.5% |
| 5Y | +273.8% | -8.8% | +282.5% | +219.4% |
| All | +319.8% | -0.7% | +320.5% | +253.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling