+35.5%
XLV vs RDW
-9.1%
+44.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | -3.6% | +0.9% | -4.4% | -3.6% |
| 30D | -1.8% | -21.3% | +19.4% | -1.3% |
| 3M | +7.8% | -37.9% | +45.6% | +8.8% |
| 6M | +9.1% | +12.3% | -3.2% | +7.7% |
| YTD | +7.7% | +39.7% | -32.0% | +5.0% |
| 1Y | +20.4% | +25.7% | -5.3% | +17.2% |
| 3Y | +30.8% | +230.8% | -200.1% | +19.7% |
| All | +35.5% | -9.1% | +44.5% | +25.3% |
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