+152.8%
RTX vs WSM
+239.4%
-86.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -3.1% | +2.6% | -5.7% | -3.3% |
| 30D | -10.6% | -9.5% | -1.1% | -10.0% |
| 3M | +11.6% | +12.9% | -1.2% | +10.7% |
| 6M | -4.5% | +23.0% | -27.6% | -5.8% |
| YTD | +9.6% | +28.9% | -19.3% | +7.8% |
| 1Y | +30.8% | +13.7% | +17.2% | +29.4% |
| 3Y | +152.8% | +232.6% | -79.8% | +127.6% |
| All | +152.8% | +239.4% | -86.6% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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