+42.9%
RBA vs WTW
+42.0%
+0.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +0.1% | -5.7% | +5.8% | +1.8% |
| 30D | -2.9% | -7.3% | +4.3% | -0.9% |
| 3M | -20.9% | +21.5% | -42.4% | -25.7% |
| 6M | -17.7% | +9.6% | -27.3% | -20.5% |
| YTD | -18.2% | -3.3% | -14.9% | -18.0% |
| 1Y | -29.1% | -6.1% | -23.0% | -28.2% |
| 3Y | +29.5% | +61.8% | -32.3% | +7.2% |
| All | +42.9% | +42.0% | +0.9% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling