+267.4%
RTX vs WAB
+266.7%
+0.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.5% |
| 7D | +4.8% | +5.1% | -0.3% | +2.4% |
| 30D | +6.5% | +4.0% | +2.5% | +4.3% |
| 3M | -9.6% | +0.1% | -9.7% | -10.0% |
| 6M | +12.3% | +12.8% | -0.5% | +5.0% |
| YTD | +9.5% | +40.1% | -30.6% | -8.3% |
| 1Y | +15.8% | +46.4% | -30.5% | -5.1% |
| 3Y | +157.0% | +167.4% | -10.4% | +52.0% |
| 5Y | +148.8% | +215.0% | -66.2% | +31.5% |
| All | +267.4% | +266.7% | +0.7% | +48.5% |
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