+2,263.8%
RTX vs WCN
+6,839.3%
-4,575.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -5.2% | -0.6% | -4.5% | -5.0% |
| 30D | -9.4% | +0.4% | -9.8% | -9.5% |
| 3M | +12.3% | +7.3% | +5.0% | +9.8% |
| 6M | -3.1% | -2.5% | -0.6% | -2.9% |
| YTD | +10.7% | -5.4% | +16.0% | +11.6% |
| 1Y | +28.4% | -8.5% | +36.9% | +30.7% |
| 3Y | +147.1% | +20.8% | +126.3% | +130.0% |
| 5Y | +167.2% | +30.0% | +137.2% | +142.4% |
| 10Y | +274.7% | +238.4% | +36.3% | +162.4% |
| All | +2,263.8% | +6,839.3% | -4,575.5% | +792.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling