+283.9%
RTX vs BWA
+142.7%
+141.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -11.6% | -5.6% | -6.0% | -10.0% |
| 3M | +9.2% | -10.7% | +19.9% | +12.7% |
| 6M | -4.4% | +23.2% | -27.6% | -12.6% |
| YTD | +8.9% | +46.0% | -37.1% | -8.0% |
| 1Y | +32.1% | +51.2% | -19.1% | +9.8% |
| 3Y | +151.2% | +69.6% | +81.7% | +92.2% |
| 5Y | +162.9% | +86.6% | +76.3% | +84.0% |
| 10Y | +283.9% | +152.3% | +131.6% | +118.1% |
| All | +283.9% | +142.7% | +141.2% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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