+689.3%
RTX vs WU
-19.6%
+708.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -5.2% | -0.8% | -4.3% | -4.9% |
| 30D | -9.4% | -1.1% | -8.3% | -9.2% |
| 3M | +12.3% | -3.9% | +16.1% | +11.9% |
| 6M | -3.1% | -20.7% | +17.5% | +3.0% |
| YTD | +10.7% | -18.4% | +29.0% | +15.9% |
| 1Y | +28.4% | -8.1% | +36.5% | +27.6% |
| 3Y | +147.1% | -24.2% | +171.2% | +155.6% |
| 5Y | +167.2% | -50.4% | +217.7% | +218.0% |
| 10Y | +274.7% | -40.0% | +314.8% | +303.7% |
| All | +689.3% | -19.6% | +708.9% | +575.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling