+1,693.6%
RL vs WTW
+1,174.9%
+518.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.2% | +2.9% |
| 7D | -0.8% | -2.6% | +1.8% | +0.3% |
| 30D | -7.8% | -1.0% | -6.8% | -7.4% |
| 3M | -4.0% | +29.9% | -33.9% | -14.6% |
| 6M | -1.9% | +10.7% | -12.6% | -7.1% |
| YTD | -0.2% | +2.6% | -2.7% | -3.1% |
| 1Y | +10.7% | +2.8% | +7.9% | +7.1% |
| 3Y | +210.8% | +67.3% | +143.5% | +138.2% |
| 5Y | +238.2% | +56.6% | +181.6% | +165.5% |
| 10Y | +313.4% | +204.1% | +109.3% | +139.7% |
| All | +1,693.6% | +1,174.9% | +518.7% | +710.4% |
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 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