+140.2%
RTX vs WAB
+216.2%
-76.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.1% | -1.6% | +1.8% |
| 7D | -3.2% | +4.0% | -7.2% | -4.5% |
| 30D | +5.6% | +4.5% | +1.1% | +3.8% |
| 3M | -11.7% | +2.3% | -14.0% | -12.6% |
| 6M | +12.3% | +12.5% | -0.2% | +6.9% |
| YTD | +8.2% | +40.2% | -32.0% | -5.3% |
| 1Y | +12.6% | +45.2% | -32.6% | -2.8% |
| 3Y | +152.8% | +171.8% | -19.0% | +69.1% |
| 5Y | +140.2% | +217.6% | -77.4% | +50.4% |
| All | +140.2% | +216.2% | -76.0% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling