+144.2%
RTX vs WST
+19.1%
+125.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | -5.1% | -3.1% | -2.0% | -5.1% |
| 30D | +5.1% | +9.1% | -4.0% | +5.0% |
| 3M | -14.8% | +14.7% | -29.5% | -15.0% |
| 6M | +8.0% | +28.0% | -20.0% | +7.6% |
| YTD | +4.5% | +45.6% | -41.2% | +3.7% |
| 1Y | +9.8% | +45.7% | -35.8% | +9.0% |
| 3Y | +144.2% | +21.1% | +123.1% | +139.5% |
| All | +144.2% | +19.1% | +125.1% | +139.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling