+134.3%
RTX vs WM
+62.1%
+72.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.6% |
| 7D | -3.8% | +4.5% | -8.3% | -5.0% |
| 30D | +4.7% | +16.1% | -11.4% | +0.2% |
| 3M | -13.4% | +8.0% | -21.4% | -15.4% |
| 6M | +11.8% | +8.4% | +3.4% | +8.9% |
| YTD | +5.8% | +11.2% | -5.5% | +1.8% |
| 1Y | +11.9% | +22.3% | -10.4% | +4.3% |
| 3Y | +146.3% | +50.2% | +96.0% | +107.2% |
| 5Y | +134.3% | +63.3% | +71.0% | +85.0% |
| All | +134.3% | +62.1% | +72.2% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling