+169.8%
RTX vs BWA
+92.2%
+77.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.4% | -1.1% |
| 7D | -5.2% | +5.7% | -10.8% | -6.1% |
| 30D | -9.4% | +1.4% | -10.8% | -9.7% |
| 3M | +12.3% | -12.1% | +24.4% | +14.4% |
| 6M | -3.1% | +28.6% | -31.7% | -8.1% |
| YTD | +10.7% | +51.1% | -40.4% | +0.8% |
| 1Y | +28.4% | +55.9% | -27.5% | +16.0% |
| 3Y | +147.1% | +70.1% | +76.9% | +116.0% |
| All | +169.8% | +92.2% | +77.5% | +120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling