+280.0%
RTX vs WU
-39.5%
+319.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -2.0% | -5.0% | +3.0% | -0.5% |
| 30D | -11.2% | -2.3% | -8.9% | -10.7% |
| 3M | +12.0% | -3.2% | +15.3% | +11.4% |
| 6M | -3.6% | -25.0% | +21.5% | +3.6% |
| YTD | +9.2% | -21.7% | +30.9% | +15.1% |
| 1Y | +29.7% | -9.0% | +38.7% | +28.9% |
| 3Y | +152.0% | -28.9% | +180.8% | +165.6% |
| 5Y | +165.8% | -51.0% | +216.8% | +222.1% |
| All | +280.0% | -39.5% | +319.5% | +315.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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