+279.2%
RTX vs WTW
+198.0%
+81.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -1.5% | -5.7% | +4.2% | +1.1% |
| 30D | -11.0% | -7.3% | -3.7% | -8.0% |
| 3M | +7.7% | +21.5% | -13.8% | -2.3% |
| 6M | -3.9% | +9.6% | -13.5% | -9.4% |
| YTD | +9.0% | -3.3% | +12.2% | +8.3% |
| 1Y | +27.3% | -6.1% | +33.4% | +28.2% |
| 3Y | +172.9% | +61.8% | +111.1% | +101.3% |
| 5Y | +165.2% | +42.7% | +122.5% | +104.3% |
| All | +279.2% | +198.0% | +81.2% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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