+215.0%
RNG vs WTW
+198.0%
+16.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -6.1% | -5.7% | -0.4% | -3.2% |
| 30D | +9.6% | -7.3% | +16.9% | +13.8% |
| 3M | +83.3% | +21.5% | +61.9% | +65.5% |
| 6M | +77.9% | +9.6% | +68.3% | +68.5% |
| YTD | +139.9% | -3.3% | +143.2% | +140.4% |
| 1Y | +121.7% | -6.1% | +127.8% | +124.3% |
| 3Y | +121.9% | +61.8% | +60.0% | +60.4% |
| 5Y | -68.4% | +42.7% | -111.0% | -75.3% |
| All | +215.0% | +198.0% | +16.9% | +68.7% |
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