+162.9%
RTX vs WSM
+182.5%
-19.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.6% | +2.6% | -4.2% | -1.8% |
| 30D | -11.6% | -9.3% | -2.3% | -10.8% |
| 3M | +9.2% | +7.1% | +2.1% | +8.4% |
| 6M | -4.4% | +21.7% | -26.1% | -6.3% |
| YTD | +8.9% | +28.7% | -19.9% | +6.1% |
| 1Y | +32.1% | +13.9% | +18.3% | +30.0% |
| 3Y | +151.2% | +232.2% | -80.9% | +114.1% |
| 5Y | +162.9% | +176.4% | -13.5% | +128.9% |
| All | +162.9% | +182.5% | -19.6% | +128.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling