+132.6%
RTX vs W
-54.5%
+187.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | -5.1% | -3.6% | -1.5% | -5.0% |
| 30D | +5.1% | +7.0% | -1.8% | +4.8% |
| 3M | -14.8% | +7.4% | -22.2% | -15.2% |
| 6M | +8.0% | +69.3% | -61.3% | +4.9% |
| YTD | +4.5% | +11.3% | -6.8% | +3.0% |
| 1Y | +9.8% | +13.2% | -3.4% | +8.1% |
| 3Y | +144.2% | +142.0% | +2.2% | +127.0% |
| All | +132.6% | -54.5% | +187.1% | +117.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling