+267.0%
RTX vs WM
+331.3%
-64.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.0% | -2.3% |
| 7D | +3.4% | +1.2% | +2.2% | +2.7% |
| 30D | +8.4% | +15.2% | -6.9% | -0.2% |
| 3M | -10.7% | +8.3% | -19.0% | -14.9% |
| 6M | +11.7% | +13.1% | -1.4% | +3.2% |
| YTD | +9.3% | +12.5% | -3.2% | +0.6% |
| 1Y | +13.3% | +21.8% | -8.5% | -0.8% |
| 3Y | +156.1% | +48.8% | +107.3% | +89.5% |
| 5Y | +148.5% | +62.1% | +86.5% | +69.0% |
| All | +267.0% | +331.3% | -64.3% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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