+202.6%
RL vs WTW
+61.8%
+140.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -2.2% | -7.8% | +5.6% | -0.9% |
| 30D | -15.3% | -7.9% | -7.5% | -14.2% |
| 3M | -10.3% | +19.9% | -30.3% | -12.9% |
| 6M | -2.2% | +9.8% | -12.0% | -3.9% |
| YTD | -4.3% | -3.3% | -1.0% | -4.1% |
| 1Y | +8.9% | -3.3% | +12.2% | +9.0% |
| All | +202.6% | +61.8% | +140.8% | +194.4% |
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