+273.8%
RTX vs WAT
+232.2%
+41.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.6% | +2.3% |
| 7D | -3.2% | +6.0% | -9.2% | -4.9% |
| 30D | +5.6% | +9.9% | -4.3% | +2.4% |
| 3M | -11.7% | +17.2% | -28.9% | -16.2% |
| 6M | +12.3% | +34.2% | -21.9% | +1.8% |
| YTD | +8.2% | +25.5% | -17.3% | -1.0% |
| 1Y | +12.6% | +28.3% | -15.7% | +2.2% |
| 3Y | +152.8% | +88.4% | +64.5% | +85.5% |
| 5Y | +140.2% | +36.1% | +104.1% | +96.1% |
| 10Y | +273.8% | +234.8% | +39.0% | +97.8% |
| All | +273.8% | +232.2% | +41.6% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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