+31.9%
XLP vs RDW
-13.0%
+45.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | 0.0% |
| 7D | -2.5% | +4.8% | -7.4% | -2.6% |
| 30D | -1.9% | -19.5% | +17.7% | -1.7% |
| 3M | -2.1% | -26.9% | +24.8% | -1.9% |
| 6M | -1.8% | +17.8% | -19.6% | -2.6% |
| YTD | +8.3% | +43.0% | -34.7% | +6.8% |
| 1Y | +6.8% | +32.1% | -25.3% | +5.3% |
| 3Y | +25.7% | +250.6% | -224.9% | +18.6% |
| 5Y | +31.9% | -6.6% | +38.5% | +23.6% |
| All | +31.9% | -13.0% | +45.0% | +23.6% |
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