+188.9%
RBA vs WTW
+197.9%
-8.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -3.3% | -7.8% | +4.5% | -0.7% |
| 30D | -9.8% | -7.9% | -1.9% | -7.4% |
| 3M | -23.5% | +19.9% | -43.4% | -28.4% |
| 6M | -21.5% | +9.8% | -31.3% | -24.7% |
| YTD | -21.2% | -3.3% | -17.8% | -21.3% |
| 1Y | -30.2% | -3.3% | -26.9% | -30.4% |
| 3Y | +25.3% | +61.5% | -36.2% | +2.8% |
| 5Y | +35.1% | +42.6% | -7.5% | +14.3% |
| All | +188.9% | +197.9% | -8.9% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling