+11.9%
RTX vs SW
+25.8%
-13.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.1% |
| 7D | -3.8% | +4.7% | -8.4% | -4.4% |
| 30D | +4.7% | +5.0% | -0.3% | +3.9% |
| 3M | -13.4% | -7.3% | -6.1% | -12.7% |
| 6M | +11.8% | +15.0% | -3.2% | +8.7% |
| YTD | +5.8% | +18.5% | -12.8% | +3.9% |
| 1Y | +11.9% | +27.1% | -15.2% | +9.5% |
| All | +11.9% | +25.8% | -13.9% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling