+157.0%
RTX vs WAT
+82.3%
+74.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +4.8% | +0.6% | +4.2% | +4.7% |
| 30D | +6.5% | +5.4% | +1.1% | +6.0% |
| 3M | -9.6% | +11.3% | -20.9% | -10.6% |
| 6M | +12.3% | +37.4% | -25.1% | +8.9% |
| YTD | +9.5% | +21.2% | -11.7% | +7.0% |
| 1Y | +15.8% | +21.3% | -5.5% | +13.2% |
| 3Y | +157.0% | +83.4% | +73.6% | +148.2% |
| All | +157.0% | +82.3% | +74.7% | +148.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling