+267.0%
RTX vs GWW
+665.1%
-398.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.9% |
| 7D | +3.4% | +3.7% | -0.3% | +2.0% |
| 30D | +8.4% | +13.6% | -5.2% | +3.1% |
| 3M | -10.7% | +15.4% | -26.0% | -15.6% |
| 6M | +11.7% | +21.8% | -10.1% | +2.9% |
| YTD | +9.3% | +50.0% | -40.7% | -7.7% |
| 1Y | +13.3% | +60.2% | -46.9% | -7.0% |
| 3Y | +156.1% | +94.4% | +61.8% | +90.5% |
| 5Y | +148.5% | +221.8% | -73.3% | +45.5% |
| All | +267.0% | +665.1% | -398.1% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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