+144.2%
RTX vs BWA
+51.7%
+92.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.5% |
| 7D | -5.1% | -5.5% | +0.3% | -4.6% |
| 30D | +5.1% | -21.7% | +26.9% | +7.6% |
| 3M | -14.8% | -25.6% | +10.8% | -12.4% |
| 6M | +8.0% | -17.4% | +25.5% | +9.3% |
| YTD | +4.5% | +9.2% | -4.7% | +1.3% |
| 1Y | +9.8% | +9.7% | +0.1% | +6.4% |
| 3Y | +144.2% | +54.6% | +89.6% | +122.0% |
| All | +144.2% | +51.7% | +92.5% | +122.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling