+165.8%
RTX vs WTW
+42.3%
+123.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.1% |
| 7D | -2.0% | -7.8% | +5.8% | +0.3% |
| 30D | -11.2% | -7.9% | -3.3% | -9.1% |
| 3M | +12.0% | +19.9% | -7.9% | +5.6% |
| 6M | -3.6% | +9.8% | -13.4% | -7.1% |
| YTD | +9.2% | -3.3% | +12.5% | +9.3% |
| 1Y | +29.7% | -3.3% | +33.0% | +29.6% |
| 3Y | +152.0% | +61.5% | +90.4% | +104.8% |
| 5Y | +165.8% | +42.6% | +123.2% | +115.7% |
| All | +165.8% | +42.3% | +123.5% | +115.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling