+267.0%
RTX vs WAB
+269.8%
-2.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -0.9% |
| 7D | +3.4% | +7.9% | -4.5% | -0.3% |
| 30D | +8.4% | +4.9% | +3.5% | +5.8% |
| 3M | -10.7% | +1.8% | -12.4% | -11.7% |
| 6M | +11.7% | +12.0% | -0.2% | +4.8% |
| YTD | +9.3% | +41.3% | -31.9% | -8.8% |
| 1Y | +13.3% | +43.8% | -30.5% | -6.4% |
| 3Y | +156.1% | +171.1% | -14.9% | +50.4% |
| 5Y | +148.5% | +217.7% | -69.2% | +30.9% |
| All | +267.0% | +269.8% | -2.8% | +47.8% |
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