+2.6%
RRC vs WTW
+198.0%
-195.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -1.8% | -5.7% | +3.9% | +0.6% |
| 30D | +2.7% | -7.3% | +9.9% | +5.8% |
| 3M | +8.8% | +21.5% | -12.6% | -0.4% |
| 6M | -1.2% | +9.6% | -10.8% | -6.4% |
| YTD | +17.6% | -3.3% | +20.8% | +17.0% |
| 1Y | +18.4% | -6.1% | +24.6% | +19.2% |
| 3Y | +33.1% | +61.8% | -28.8% | -0.3% |
| 5Y | +148.2% | +42.7% | +105.5% | +96.1% |
| All | +2.6% | +198.0% | -195.4% | -42.2% |
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