+151.7%
RTX vs WY
-31.7%
+183.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.4% | -5.1% | +6.5% | +2.8% |
| 30D | +7.8% | +9.0% | -1.2% | +5.2% |
| 3M | -9.8% | -16.7% | +6.9% | -5.7% |
| 6M | +13.5% | -10.3% | +23.8% | +15.9% |
| YTD | +10.9% | -10.5% | +21.5% | +13.1% |
| 1Y | +14.0% | -5.9% | +19.9% | +14.4% |
| 3Y | +159.9% | -24.7% | +184.6% | +172.3% |
| 5Y | +151.7% | -31.5% | +183.2% | +160.8% |
| All | +151.7% | -31.7% | +183.3% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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