-25.7%
RKT vs WTW
+68.2%
-93.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -1.5% |
| 7D | -1.0% | -7.1% | +6.2% | +1.6% |
| 30D | -2.4% | -8.5% | +6.1% | +0.6% |
| 3M | +1.9% | +20.6% | -18.7% | -5.2% |
| 6M | -13.9% | +7.2% | -21.1% | -16.7% |
| YTD | -30.6% | -3.9% | -26.8% | -30.4% |
| 1Y | -34.4% | -3.6% | -30.8% | -34.4% |
| 3Y | +38.2% | +60.7% | -22.5% | +6.6% |
| 5Y | -9.7% | +42.2% | -51.8% | -27.9% |
| All | -25.7% | +68.2% | -93.9% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling