+135.6%
WMT vs RDW
-0.7%
+136.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.4% |
| 7D | 0.0% | +0.9% | -0.8% | 0.0% |
| 30D | -7.4% | -21.3% | +13.9% | -7.0% |
| 3M | -10.9% | -37.9% | +27.0% | -10.1% |
| 6M | -12.7% | +12.3% | -24.9% | -13.8% |
| YTD | -3.2% | +39.7% | -42.9% | -5.7% |
| 1Y | +5.3% | +25.7% | -20.4% | +2.5% |
| 3Y | +101.9% | +230.8% | -129.0% | +86.4% |
| 5Y | +134.6% | -8.8% | +143.3% | +120.3% |
| All | +135.6% | -0.7% | +136.3% | +117.3% |
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 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