+30.8%
RTX vs BWA
+53.0%
-22.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | -3.1% | +4.3% | -7.4% | -3.4% |
| 30D | -10.6% | -2.9% | -7.7% | -10.4% |
| 3M | +11.6% | -12.4% | +24.1% | +12.6% |
| 6M | -4.5% | +28.6% | -33.1% | -6.9% |
| YTD | +9.6% | +48.2% | -38.6% | +3.0% |
| 1Y | +30.8% | +50.9% | -20.1% | +22.5% |
| All | +30.8% | +53.0% | -22.2% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling