+167.1%
RTX vs NWSA
+40.6%
+126.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | -3.1% | -2.6% | -0.5% | -2.5% |
| 30D | -10.6% | +4.6% | -15.1% | -11.5% |
| 3M | +11.6% | +10.2% | +1.4% | +9.0% |
| 6M | -4.5% | +21.6% | -26.1% | -8.9% |
| YTD | +9.6% | +14.6% | -5.1% | +5.7% |
| 1Y | +30.8% | +0.4% | +30.5% | +30.1% |
| 3Y | +152.8% | +45.0% | +107.8% | +125.8% |
| 5Y | +167.1% | +41.3% | +125.8% | +132.7% |
| All | +167.1% | +40.6% | +126.5% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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