+117.9%
WFC vs RTX
+272.3%
-154.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -1.3% | +1.4% | -2.7% | -2.1% |
| 30D | +3.6% | +7.8% | -4.3% | -1.0% |
| 3M | -1.3% | -9.8% | +8.5% | +4.5% |
| 6M | +18.0% | +13.5% | +4.4% | +8.5% |
| YTD | -5.9% | +10.9% | -16.8% | -13.2% |
| 1Y | +1.8% | +14.0% | -12.2% | -7.7% |
| 3Y | +125.0% | +159.9% | -34.9% | +16.9% |
| 5Y | +92.0% | +151.7% | -59.7% | -1.2% |
| 10Y | +117.9% | +269.0% | -151.1% | -8.4% |
| All | +117.9% | +272.3% | -154.4% | -8.4% |
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