+150.6%
RTX vs SW
+19.6%
+131.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.8% |
| 7D | -5.2% | -5.1% | -0.1% | -4.6% |
| 30D | -9.4% | -4.6% | -4.8% | -9.0% |
| 3M | +12.3% | +9.4% | +2.9% | +10.8% |
| 6M | -3.1% | +3.5% | -6.6% | -4.1% |
| YTD | +10.7% | +22.0% | -11.4% | +7.7% |
| 1Y | +28.4% | +2.2% | +26.2% | +27.0% |
| All | +150.6% | +19.6% | +131.0% | +141.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling