+160.5%
RTX vs WSM
+271.7%
-111.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +1.4% | -3.0% | +4.4% | +1.6% |
| 30D | +7.8% | +10.1% | -2.2% | +7.2% |
| 3M | -9.8% | +4.9% | -14.7% | -10.1% |
| 6M | +13.5% | +49.8% | -36.2% | +10.9% |
| YTD | +10.9% | +48.7% | -37.8% | +8.4% |
| 1Y | +14.0% | +38.7% | -24.7% | +11.6% |
| All | +160.5% | +271.7% | -111.2% | +149.2% |
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