+278.5%
RTX vs WST
+322.7%
-44.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -5.2% | +0.7% | -5.9% | -5.3% |
| 30D | -9.4% | -3.1% | -6.2% | -9.0% |
| 3M | +12.3% | +7.2% | +5.1% | +11.0% |
| 6M | -3.1% | +36.8% | -39.9% | -7.6% |
| YTD | +10.7% | +23.8% | -13.2% | +6.9% |
| 1Y | +28.4% | +37.8% | -9.4% | +21.9% |
| 3Y | +147.1% | -15.9% | +163.0% | +145.5% |
| 5Y | +167.2% | -25.8% | +193.1% | +168.8% |
| All | +278.5% | +322.7% | -44.1% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling