+10,266.7%
RTX vs WSM
+34,755.7%
-24,489.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.0% |
| 7D | -5.2% | -3.3% | -1.9% | -4.7% |
| 30D | -9.4% | -8.4% | -1.0% | -8.1% |
| 3M | +12.3% | +9.7% | +2.6% | +10.5% |
| 6M | -3.1% | +16.7% | -19.8% | -5.8% |
| YTD | +10.7% | +28.7% | -18.0% | +5.8% |
| 1Y | +28.4% | +13.7% | +14.8% | +24.9% |
| 3Y | +147.1% | +230.1% | -83.0% | +95.1% |
| 5Y | +167.2% | +179.0% | -11.7% | +110.3% |
| 10Y | +274.7% | +1,002.5% | -727.8% | +123.4% |
| All | +10,266.7% | +34,755.7% | -24,489.0% | +3,476.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling