+26.0%
RBA vs WTW
+60.9%
-34.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | +0.1% |
| 7D | -1.9% | -7.1% | +5.2% | -0.3% |
| 30D | -13.0% | -8.5% | -4.4% | -11.3% |
| 3M | -23.1% | +20.6% | -43.7% | -26.6% |
| 6M | -22.6% | +7.2% | -29.8% | -24.0% |
| YTD | -20.4% | -3.9% | -16.5% | -19.7% |
| 1Y | -29.6% | -3.6% | -26.0% | -29.1% |
| All | +26.0% | +60.9% | -34.9% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling