+273.8%
RTX vs W
+268.4%
+5.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.6% | -1.0% | +3.2% |
| 7D | -3.2% | +3.3% | -6.5% | -3.5% |
| 30D | +5.6% | +10.5% | -5.0% | +4.6% |
| 3M | -11.7% | +9.6% | -21.3% | -12.5% |
| 6M | +12.3% | +76.4% | -64.1% | +6.3% |
| YTD | +8.2% | +16.4% | -8.2% | +5.2% |
| 1Y | +12.6% | +9.3% | +3.2% | +9.8% |
| 3Y | +152.8% | +172.8% | -20.0% | +119.0% |
| 5Y | +140.2% | -53.4% | +193.6% | +131.1% |
| 10Y | +273.8% | +243.6% | +30.1% | +137.8% |
| All | +273.8% | +268.4% | +5.3% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling