+268.6%
RTX vs W
+228.8%
+39.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.7% | +5.7% | +2.3% |
| 7D | -1.7% | +1.1% | -2.8% | -1.9% |
| 30D | +7.7% | +6.4% | +1.3% | +7.0% |
| 3M | -10.3% | +9.0% | -19.3% | -11.2% |
| 6M | +14.6% | +69.8% | -55.2% | +8.7% |
| YTD | +10.4% | +12.1% | -1.7% | +7.6% |
| 1Y | +13.5% | 0.0% | +13.5% | +11.5% |
| 3Y | +158.6% | +160.3% | -1.8% | +124.9% |
| 5Y | +147.3% | -53.3% | +200.6% | +137.5% |
| 10Y | +268.6% | +217.0% | +51.7% | +141.9% |
| All | +268.6% | +228.8% | +39.8% | +141.9% |
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