+148.5%
RTX vs WST
-0.5%
+149.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +3.4% | +4.9% | -1.5% | +3.0% |
| 30D | +8.4% | +10.7% | -2.3% | +7.6% |
| 3M | -10.7% | +16.8% | -27.5% | -11.7% |
| 6M | +11.7% | +32.0% | -20.3% | +9.4% |
| YTD | +9.3% | +49.9% | -40.6% | +5.9% |
| 1Y | +13.3% | +50.6% | -37.3% | +9.6% |
| 3Y | +156.1% | +21.4% | +134.7% | +146.6% |
| 5Y | +148.5% | -0.6% | +149.1% | +139.6% |
| All | +148.5% | -0.5% | +149.0% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling