+271.5%
RMD vs WTW
+198.0%
+73.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -4.4% | -5.7% | +1.3% | -2.3% |
| 30D | -3.1% | -7.3% | +4.1% | -0.4% |
| 3M | +13.8% | +21.5% | -7.7% | +5.3% |
| 6M | -8.6% | +9.6% | -18.2% | -12.6% |
| YTD | -8.6% | -3.3% | -5.4% | -9.0% |
| 1Y | -19.7% | -6.1% | -13.5% | -19.1% |
| 3Y | +48.4% | +61.8% | -13.5% | +13.9% |
| 5Y | -22.7% | +42.7% | -65.4% | -37.7% |
| All | +271.5% | +198.0% | +73.4% | +113.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling