+351.5%
RTX vs NWSA
+122.3%
+229.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -1.6% | -3.1% | +1.5% | -0.5% |
| 30D | -11.6% | +4.3% | -15.8% | -12.9% |
| 3M | +9.2% | +9.2% | -0.1% | +5.3% |
| 6M | -4.4% | +21.6% | -26.0% | -11.5% |
| YTD | +8.9% | +14.2% | -5.3% | +2.7% |
| 1Y | +32.1% | +1.8% | +30.4% | +29.6% |
| 3Y | +151.2% | +44.4% | +106.8% | +111.2% |
| 5Y | +162.9% | +41.0% | +122.0% | +115.5% |
| 10Y | +283.9% | +150.0% | +133.9% | +129.5% |
| All | +351.5% | +122.3% | +229.2% | +177.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling