+40.3%
XLC vs RDW
-9.1%
+49.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.1% |
| 7D | +0.5% | +0.9% | -0.3% | +0.4% |
| 30D | +2.1% | -21.3% | +23.4% | +3.7% |
| 3M | +0.7% | -37.9% | +38.5% | +3.3% |
| 6M | -3.2% | +12.3% | -15.5% | -6.4% |
| YTD | -3.8% | +39.7% | -43.5% | -10.0% |
| 1Y | -2.0% | +25.7% | -27.7% | -8.6% |
| 3Y | +71.4% | +230.8% | -159.5% | +33.6% |
| All | +40.3% | -9.1% | +49.4% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling