+307.8%
RTX vs W
+176.2%
+131.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.9% |
| 7D | -5.2% | -4.2% | -1.0% | -4.9% |
| 30D | -9.4% | -7.6% | -1.8% | -8.9% |
| 3M | +12.3% | +37.2% | -24.9% | +8.9% |
| 6M | -3.1% | +26.3% | -29.4% | -5.8% |
| YTD | +10.7% | -1.0% | +11.6% | +9.3% |
| 1Y | +28.4% | +20.1% | +8.3% | +24.4% |
| 3Y | +147.1% | +37.8% | +109.3% | +128.0% |
| 5Y | +167.2% | -63.7% | +230.9% | +160.7% |
| 10Y | +274.7% | +156.3% | +118.4% | +162.3% |
| All | +307.8% | +176.2% | +131.6% | +183.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling