+275.2%
RTX vs WAT
+153.6%
+121.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -3.1% | -0.7% | -2.4% | -2.9% |
| 30D | -10.6% | -1.0% | -9.6% | -10.4% |
| 3M | +11.6% | +10.9% | +0.8% | +7.9% |
| 6M | -4.5% | +33.2% | -37.7% | -13.5% |
| YTD | +9.6% | +6.1% | +3.5% | +6.0% |
| 1Y | +30.8% | +30.2% | +0.6% | +17.7% |
| 3Y | +152.8% | +52.9% | +100.0% | +99.9% |
| 5Y | +167.1% | -5.1% | +172.2% | +155.5% |
| 10Y | +275.2% | +152.6% | +122.5% | +120.6% |
| All | +275.2% | +153.6% | +121.5% | +120.6% |
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