+353.9%
RTX vs NWSA
+102.5%
+251.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.8% |
| 7D | +4.8% | +2.2% | +2.6% | +4.0% |
| 30D | +6.5% | -8.8% | +15.3% | +9.5% |
| 3M | -9.6% | -6.5% | -3.1% | -8.1% |
| 6M | +12.3% | +1.5% | +10.8% | +10.5% |
| YTD | +9.5% | +4.0% | +5.4% | +6.0% |
| 1Y | +15.8% | +3.4% | +12.4% | +12.4% |
| 3Y | +157.0% | +34.8% | +122.2% | +120.4% |
| 5Y | +148.8% | +18.4% | +130.5% | +117.5% |
| 10Y | +264.0% | +149.2% | +114.9% | +118.4% |
| All | +353.9% | +102.5% | +251.4% | +187.0% |
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