+55.5%
RTX vs WETO
-99.4%
+154.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.1% | -6.8% | +0.3% |
| 7D | -2.0% | -19.9% | +17.9% | -2.0% |
| 30D | -11.2% | -42.7% | +31.5% | -10.9% |
| 3M | +12.0% | -97.7% | +109.8% | +11.2% |
| 6M | -3.6% | -94.4% | +90.9% | -4.3% |
| YTD | +9.2% | -97.0% | +106.2% | +8.8% |
| 1Y | +29.7% | -98.9% | +128.6% | +30.6% |
| All | +55.5% | -99.4% | +154.9% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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