+607.6%
RTX vs SW
+743.1%
-135.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -2.9% |
| 7D | +1.3% | +12.1% | -10.7% | +0.6% |
| 30D | +7.6% | +6.6% | +1.1% | +7.2% |
| 3M | -8.6% | -6.0% | -2.6% | -8.4% |
| 6M | +15.6% | +21.5% | -5.8% | +14.1% |
| YTD | +9.4% | +20.3% | -11.0% | +7.9% |
| 1Y | +14.7% | +28.1% | -13.5% | +12.7% |
| 3Y | +154.7% | +51.6% | +103.1% | +146.6% |
| 5Y | +150.9% | -0.1% | +151.0% | +144.6% |
| 10Y | +290.8% | +189.7% | +101.0% | +256.0% |
| All | +607.6% | +743.1% | -135.5% | +493.7% |
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