+1,239.4%
RTX vs WTW
+1,094.8%
+144.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +2.9% | +0.7% |
| 7D | -1.6% | -7.1% | +5.5% | +1.1% |
| 30D | -11.6% | -8.5% | -3.0% | -8.7% |
| 3M | +9.2% | +20.6% | -11.4% | +1.3% |
| 6M | -4.4% | +7.2% | -11.6% | -8.0% |
| YTD | +8.9% | -3.9% | +12.7% | +8.6% |
| 1Y | +32.1% | -3.6% | +35.7% | +31.4% |
| 3Y | +151.2% | +60.7% | +90.6% | +102.8% |
| 5Y | +162.9% | +42.2% | +120.8% | +119.7% |
| 10Y | +283.9% | +195.5% | +88.5% | +145.9% |
| All | +1,239.4% | +1,094.8% | +144.6% | +734.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling