+269.0%
RTX vs W
+224.5%
+44.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | +1.4% | -7.4% | +8.8% | +2.0% |
| 30D | +7.8% | +7.8% | 0.0% | +7.0% |
| 3M | -9.8% | +10.9% | -20.7% | -10.7% |
| 6M | +13.5% | +86.4% | -72.9% | +7.0% |
| YTD | +10.9% | +14.0% | -3.0% | +8.0% |
| 1Y | +14.0% | +3.5% | +10.5% | +11.7% |
| 3Y | +159.9% | +164.8% | -4.9% | +125.7% |
| 5Y | +151.7% | -53.1% | +204.8% | +141.8% |
| 10Y | +269.0% | +220.4% | +48.6% | +141.8% |
| All | +269.0% | +224.5% | +44.5% | +141.8% |
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