+267.4%
RTX vs WCN
+322.1%
-54.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.8% | +2.6% | +2.2% | +3.5% |
| 30D | +6.5% | +23.9% | -17.4% | -4.1% |
| 3M | -9.6% | +17.4% | -27.1% | -16.6% |
| 6M | +12.3% | +28.0% | -15.7% | -1.1% |
| YTD | +9.5% | +11.6% | -2.1% | +2.3% |
| 1Y | +15.8% | +16.9% | -1.0% | +5.5% |
| 3Y | +157.0% | +51.6% | +105.4% | +97.6% |
| 5Y | +148.8% | +48.0% | +100.8% | +90.2% |
| All | +267.4% | +322.1% | -54.7% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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