+4,880.9%
RTX vs WAT
+12,102.7%
-7,221.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | -5.1% | -1.1% | -4.0% | -4.9% |
| 30D | +5.1% | +5.0% | +0.2% | +3.9% |
| 3M | -14.8% | +14.5% | -29.3% | -17.6% |
| 6M | +8.0% | +30.9% | -22.9% | +1.0% |
| YTD | +4.5% | +20.5% | -16.0% | -1.3% |
| 1Y | +9.8% | +23.3% | -13.4% | +3.2% |
| 3Y | +144.2% | +81.5% | +62.7% | +102.9% |
| 5Y | +131.4% | +33.4% | +98.0% | +103.2% |
| 10Y | +273.3% | +231.5% | +41.8% | +165.0% |
| All | +4,880.9% | +12,102.7% | -7,221.8% | +1,963.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling