+217.3%
RRX vs WTW
+198.0%
+19.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -0.3% | -5.7% | +5.4% | +2.2% |
| 30D | -6.1% | -7.3% | +1.1% | -3.3% |
| 3M | -23.1% | +21.5% | -44.5% | -30.1% |
| 6M | -19.5% | +9.6% | -29.2% | -24.4% |
| YTD | +16.1% | -3.3% | +19.4% | +14.6% |
| 1Y | +12.9% | -6.1% | +19.1% | +13.0% |
| 3Y | +7.9% | +61.8% | -53.9% | -22.7% |
| 5Y | +19.1% | +42.7% | -23.6% | -9.4% |
| All | +217.3% | +198.0% | +19.3% | +65.1% |
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