+64.5%
RBRK vs WTW
+5.8%
+58.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.8% | +1.8% |
| 7D | -12.5% | +4.9% | -17.4% | -12.9% |
| 30D | -3.0% | +17.1% | -20.1% | -5.0% |
| 3M | +46.9% | -0.3% | +47.3% | +46.7% |
| 6M | +105.4% | +30.7% | +74.7% | +94.6% |
| YTD | +55.6% | +3.7% | +51.9% | +47.5% |
| All | +64.5% | +5.8% | +58.7% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling