+13.3%
RTX vs WAB
+44.7%
-31.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.1% |
| 7D | +3.4% | +7.9% | -4.5% | +1.3% |
| 30D | +8.4% | +4.9% | +3.5% | +6.9% |
| 3M | -10.7% | +1.8% | -12.4% | -11.3% |
| 6M | +11.7% | +12.0% | -0.2% | +7.8% |
| YTD | +9.3% | +41.3% | -31.9% | -2.7% |
| 1Y | +13.3% | +43.8% | -30.5% | +0.6% |
| All | +13.3% | +44.7% | -31.4% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling