+6,083.6%
RTX vs WAB
+4,092.2%
+1,991.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -5.2% | -3.2% | -2.0% | -4.2% |
| 30D | -9.4% | -4.4% | -4.9% | -8.1% |
| 3M | +12.3% | +7.9% | +4.4% | +9.2% |
| 6M | -3.1% | +8.7% | -11.8% | -6.2% |
| YTD | +10.7% | +33.0% | -22.3% | +0.5% |
| 1Y | +28.4% | +46.7% | -18.2% | +12.8% |
| 3Y | +147.1% | +153.0% | -5.9% | +80.4% |
| 5Y | +167.2% | +222.3% | -55.0% | +78.8% |
| 10Y | +274.7% | +291.0% | -16.3% | +128.0% |
| All | +6,083.6% | +4,092.2% | +1,991.4% | +1,911.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling