+616.0%
RTX vs SW
+755.0%
-139.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.7% |
| 7D | -5.2% | -5.1% | -0.1% | -4.9% |
| 30D | -9.4% | -4.6% | -4.8% | -9.2% |
| 3M | +12.3% | +9.4% | +2.9% | +11.6% |
| 6M | -3.1% | +3.5% | -6.6% | -3.6% |
| YTD | +10.7% | +22.0% | -11.4% | +9.1% |
| 1Y | +28.4% | +2.2% | +26.2% | +27.7% |
| 3Y | +147.1% | +19.6% | +127.5% | +142.0% |
| 5Y | +167.2% | -2.3% | +169.6% | +160.8% |
| 10Y | +274.7% | +181.4% | +93.4% | +241.5% |
| All | +616.0% | +755.0% | -139.0% | +500.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling