+90.0%
RSG vs WTW
+42.0%
+48.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | 0.0% | -5.7% | +5.7% | +1.5% |
| 30D | +4.0% | -7.3% | +11.2% | +6.0% |
| 3M | +7.4% | +21.5% | -14.1% | +1.5% |
| 6M | +0.1% | +9.6% | -9.5% | -3.2% |
| YTD | +6.0% | -3.3% | +9.3% | +5.7% |
| 1Y | -3.0% | -6.1% | +3.2% | -2.4% |
| 3Y | +56.5% | +61.8% | -5.3% | +30.1% |
| All | +90.0% | +42.0% | +48.0% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling