+281.4%
RNG vs WTW
+234.6%
+46.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -9.6% | -7.8% | -1.8% | -5.6% |
| 30D | +8.8% | -7.9% | +16.7% | +13.5% |
| 3M | +78.6% | +19.9% | +58.7% | +61.9% |
| 6M | +70.3% | +9.8% | +60.5% | +61.0% |
| YTD | +140.3% | -3.3% | +143.7% | +141.0% |
| 1Y | +126.6% | -3.3% | +129.9% | +125.8% |
| 3Y | +120.2% | +61.5% | +58.7% | +58.9% |
| 5Y | -68.3% | +42.6% | -110.9% | -75.2% |
| 10Y | +220.6% | +197.1% | +23.6% | +57.3% |
| All | +281.4% | +234.6% | +46.8% | +73.4% |
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