+151.7%
RTX vs WSM
+184.0%
-32.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +1.4% | -3.0% | +4.4% | +1.7% |
| 30D | +7.8% | +10.1% | -2.2% | +6.9% |
| 3M | -9.8% | +4.9% | -14.7% | -10.2% |
| 6M | +13.5% | +49.8% | -36.2% | +9.2% |
| YTD | +10.9% | +48.7% | -37.8% | +6.6% |
| 1Y | +14.0% | +38.7% | -24.7% | +10.2% |
| 3Y | +159.9% | +269.5% | -109.6% | +120.0% |
| 5Y | +151.7% | +179.0% | -27.3% | +123.6% |
| All | +151.7% | +184.0% | -32.3% | +123.6% |
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 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