+6,067.6%
RTX vs WAB
+4,398.0%
+1,669.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.5% |
| 7D | -1.7% | +4.0% | -5.8% | -3.0% |
| 30D | +7.7% | +6.3% | +1.4% | +5.5% |
| 3M | -10.3% | +3.3% | -13.6% | -11.4% |
| 6M | +14.6% | +14.5% | +0.1% | +9.1% |
| YTD | +10.4% | +42.7% | -32.3% | -2.2% |
| 1Y | +13.5% | +45.2% | -31.7% | 0.0% |
| 3Y | +158.6% | +173.8% | -15.2% | +84.2% |
| 5Y | +147.3% | +223.8% | -76.5% | +64.9% |
| 10Y | +268.6% | +280.5% | -11.8% | +125.1% |
| All | +6,067.6% | +4,398.0% | +1,669.7% | +1,858.7% |
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