+283.9%
RTX vs WAB
+282.7%
+1.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | 0.0% |
| 7D | -1.6% | +0.2% | -1.8% | -1.7% |
| 30D | -11.6% | -4.6% | -7.0% | -9.7% |
| 3M | +9.2% | +5.6% | +3.5% | +5.6% |
| 6M | -4.4% | +13.8% | -18.2% | -11.0% |
| YTD | +8.9% | +31.9% | -23.0% | -5.8% |
| 1Y | +32.1% | +48.3% | -16.1% | +7.7% |
| 3Y | +151.2% | +167.1% | -15.9% | +48.9% |
| 5Y | +162.9% | +222.9% | -60.0% | +37.6% |
| 10Y | +283.9% | +289.9% | -6.0% | +55.2% |
| All | +283.9% | +282.7% | +1.2% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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