+142.7%
WFC vs RTX
+286.9%
-144.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | +0.3% | -2.0% | +2.3% | +1.5% |
| 30D | +2.3% | -11.2% | +13.5% | +9.5% |
| 3M | +9.8% | +12.0% | -2.3% | +1.9% |
| 6M | +15.6% | -3.6% | +19.1% | +16.9% |
| YTD | -2.4% | +9.2% | -11.6% | -9.0% |
| 1Y | +13.8% | +29.7% | -15.9% | -5.1% |
| 3Y | +134.6% | +152.0% | -17.3% | +23.2% |
| 5Y | +127.9% | +165.8% | -37.8% | +12.6% |
| All | +142.7% | +286.9% | -144.2% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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