+10,152.6%
RTX vs WY
+612.4%
+9,540.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | +4.8% | -0.8% | +5.6% | +5.1% |
| 30D | +6.5% | +10.1% | -3.6% | +2.3% |
| 3M | -9.6% | -15.4% | +5.8% | -4.2% |
| 6M | +12.3% | -8.3% | +20.6% | +14.9% |
| YTD | +9.5% | -9.8% | +19.3% | +12.2% |
| 1Y | +15.8% | -3.9% | +19.7% | +15.6% |
| 3Y | +157.0% | -23.3% | +180.3% | +173.0% |
| 5Y | +148.8% | -31.2% | +180.0% | +170.7% |
| 10Y | +264.0% | +5.5% | +258.5% | +215.9% |
| All | +10,152.6% | +612.4% | +9,540.1% | +3,779.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling