+147.3%
RTX vs WCN
+48.0%
+99.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | -1.7% | +2.6% | -4.3% | -2.5% |
| 30D | +7.7% | +25.3% | -17.6% | +0.6% |
| 3M | -10.3% | +15.2% | -25.6% | -14.2% |
| 6M | +14.6% | +26.4% | -11.8% | +6.3% |
| YTD | +10.4% | +9.9% | +0.5% | +6.8% |
| 1Y | +13.5% | +16.2% | -2.6% | +7.5% |
| 3Y | +158.6% | +49.4% | +109.2% | +117.8% |
| 5Y | +147.3% | +46.2% | +101.1% | +106.7% |
| All | +147.3% | +48.0% | +99.3% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling