+275.2%
RTX vs W
+146.2%
+128.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -3.1% | +6.5% | -9.6% | -3.6% |
| 30D | -10.6% | -6.2% | -4.3% | -10.2% |
| 3M | +11.6% | +48.9% | -37.2% | +7.4% |
| 6M | -4.5% | +31.2% | -35.7% | -7.6% |
| YTD | +9.6% | -0.4% | +10.0% | +8.1% |
| 1Y | +30.8% | +14.8% | +16.0% | +26.9% |
| 3Y | +152.8% | +40.5% | +112.3% | +131.7% |
| 5Y | +167.1% | -62.1% | +229.2% | +161.8% |
| 10Y | +275.2% | +141.5% | +133.6% | +140.9% |
| All | +275.2% | +146.2% | +128.9% | +140.9% |
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