+29.1%
XLV vs RDW
-11.3%
+40.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -19.8% | +17.3% | -2.6% |
| 7D | +0.5% | -32.4% | +32.9% | +0.3% |
| 30D | +10.7% | -41.7% | +52.4% | +10.4% |
| 3M | +13.1% | -42.3% | +55.3% | +12.8% |
| 6M | +28.3% | -28.8% | +57.1% | +28.2% |
| YTD | +20.9% | -18.6% | +39.5% | +20.3% |
| 1Y | +29.1% | -15.2% | +44.3% | +28.7% |
| All | +29.1% | -11.3% | +40.4% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling