-3.2%
RTX vs WBD
-62.7%
+59.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.3% | -0.8% |
| 7D | -0.6% | -13.9% | +13.3% | +0.7% |
| 30D | +12.2% | -7.6% | +19.7% | +12.6% |
| 3M | -4.0% | -28.3% | +24.3% | -0.9% |
| 6M | -13.5% | -22.3% | +8.8% | -11.9% |
| YTD | -17.0% | +6.9% | -23.9% | -19.3% |
| 1Y | -13.9% | -6.2% | -7.7% | -15.1% |
| All | -3.2% | -62.7% | +59.5% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 5y: compounded portfolio wealth divided by compounded WBD 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…
5y analysis · Full analysis span regression · 6 months rolling