+267.0%
RTX vs BWA
+94.6%
+172.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.3% |
| 7D | +3.4% | +7.3% | -3.9% | +0.9% |
| 30D | +8.4% | -15.8% | +24.2% | +14.5% |
| 3M | -10.7% | -25.7% | +15.1% | -2.0% |
| 6M | +11.7% | -19.6% | +31.3% | +18.0% |
| YTD | +9.3% | +14.1% | -4.7% | -0.3% |
| 1Y | +13.3% | +12.2% | +1.1% | +3.8% |
| 3Y | +156.1% | +63.8% | +92.3% | +94.7% |
| 5Y | +148.5% | +28.7% | +119.8% | +100.3% |
| All | +267.0% | +94.6% | +172.4% | +131.9% |
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