+1,094.5%
RRX vs WTW
+1,094.8%
-0.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -1.0% |
| 7D | -0.7% | -7.1% | +6.4% | +2.4% |
| 30D | -8.0% | -8.5% | +0.6% | -4.6% |
| 3M | -25.1% | +20.6% | -45.6% | -31.6% |
| 6M | -18.3% | +7.2% | -25.5% | -22.5% |
| YTD | +14.2% | -3.9% | +18.0% | +12.3% |
| 1Y | +13.0% | -3.6% | +16.6% | +10.8% |
| 3Y | +4.2% | +60.7% | -56.5% | -20.8% |
| 5Y | +17.9% | +42.2% | -24.3% | -5.6% |
| 10Y | +220.4% | +195.5% | +25.0% | +82.7% |
| All | +1,094.5% | +1,094.8% | -0.3% | +353.9% |
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