+171.4%
RTX vs WBD
+267.9%
-96.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | +7.4% | +3.1% | +4.3% | +6.3% |
| 30D | +10.0% | +1.0% | +9.0% | +9.5% |
| 3M | +0.3% | +1.3% | -1.0% | -0.3% |
| 6M | +8.5% | -8.7% | +17.2% | +11.3% |
| YTD | +15.6% | -0.9% | +16.5% | +14.5% |
| 1Y | +13.0% | -13.6% | +26.7% | +17.2% |
| 3Y | +8.1% | -38.8% | +46.9% | +23.6% |
| 5Y | +53.6% | +19.3% | +34.4% | +36.3% |
| 10Y | +110.6% | +279.4% | -168.8% | +22.9% |
| All | +171.4% | +267.9% | -96.5% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling