+144.2%
RTX vs WM
+47.1%
+97.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | -5.1% | +1.2% | -6.3% | -5.4% |
| 30D | +5.1% | +13.1% | -7.9% | +3.0% |
| 3M | -14.8% | +3.6% | -18.4% | -15.4% |
| 6M | +8.0% | +8.1% | 0.0% | +6.5% |
| YTD | +4.5% | +8.9% | -4.4% | +2.6% |
| 1Y | +9.8% | +20.3% | -10.5% | +5.8% |
| 3Y | +144.2% | +46.2% | +98.0% | +124.3% |
| All | +144.2% | +47.1% | +97.1% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling