+185.3%
RNG vs WTW
+8.6%
+176.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -1.5% |
| 7D | -9.6% | +4.9% | -14.5% | -11.5% |
| 30D | -1.4% | +17.1% | -18.5% | -8.8% |
| 3M | +28.8% | -0.3% | +29.1% | +28.6% |
| 6M | +65.6% | +30.7% | +34.9% | +44.0% |
| YTD | +171.4% | +3.7% | +167.7% | +149.4% |
| 1Y | +185.3% | +5.9% | +179.4% | +162.8% |
| All | +185.3% | +8.6% | +176.7% | +162.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling