+249.3%
RL vs WTW
+44.7%
+204.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.1% | -1.5% |
| 7D | +2.6% | +2.0% | +0.6% | +2.2% |
| 30D | +2.9% | +12.9% | -9.9% | +0.6% |
| 3M | 0.0% | +0.7% | -0.7% | -0.3% |
| 6M | +17.1% | +39.5% | -22.4% | +10.1% |
| YTD | +10.1% | +3.1% | +7.0% | +9.0% |
| 1Y | +17.3% | +4.8% | +12.6% | +15.7% |
| 3Y | +249.3% | +42.9% | +206.4% | +248.1% |
| All | +249.3% | +44.7% | +204.6% | +248.1% |
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 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