+10,035.4%
RTX vs BBWI
+1,165.5%
+8,869.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.2% |
| 7D | -3.2% | -6.2% | +3.0% | -1.9% |
| 30D | +5.6% | +25.5% | -19.9% | +0.2% |
| 3M | -11.7% | +8.0% | -19.7% | -14.0% |
| 6M | +12.3% | +12.7% | -0.4% | +7.5% |
| YTD | +8.2% | +11.6% | -3.4% | +2.3% |
| 1Y | +12.6% | -0.9% | +13.5% | +7.9% |
| 3Y | +152.8% | -22.7% | +175.5% | +141.2% |
| 5Y | +140.2% | -67.2% | +207.4% | +166.8% |
| 10Y | +273.8% | -43.7% | +317.5% | +203.1% |
| All | +10,035.4% | +1,165.5% | +8,869.9% | +2,942.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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