+155.7%
RTX vs SW
+42.5%
+113.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -3.1% |
| 7D | +1.3% | +12.1% | -10.7% | +0.1% |
| 30D | +7.6% | +6.6% | +1.1% | +6.9% |
| 3M | -8.6% | -6.0% | -2.6% | -8.2% |
| 6M | +15.6% | +21.5% | -5.8% | +12.8% |
| YTD | +9.4% | +20.3% | -11.0% | +6.7% |
| 1Y | +14.7% | +28.1% | -13.5% | +11.2% |
| All | +155.7% | +42.5% | +113.2% | +152.1% |
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