+8,507.4%
RTX vs BWA
+3,492.4%
+5,015.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.4% | -1.6% |
| 7D | -5.2% | +5.7% | -10.8% | -6.9% |
| 30D | -9.4% | +1.4% | -10.8% | -10.0% |
| 3M | +12.3% | -12.1% | +24.4% | +16.3% |
| 6M | -3.1% | +28.6% | -31.7% | -12.3% |
| YTD | +10.7% | +51.1% | -40.4% | -6.6% |
| 1Y | +28.4% | +55.9% | -27.5% | +6.9% |
| 3Y | +147.1% | +70.1% | +76.9% | +92.2% |
| 5Y | +167.2% | +90.7% | +76.6% | +93.3% |
| 10Y | +274.7% | +154.0% | +120.7% | +133.7% |
| All | +8,507.4% | +3,492.4% | +5,015.0% | +1,996.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling