+136.0%
WFC vs RTX
+152.8%
-16.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | +3.8% | -5.2% | +8.9% | +5.1% |
| 30D | +1.5% | -9.4% | +10.9% | +3.9% |
| 3M | +10.9% | +12.3% | -1.4% | +7.7% |
| 6M | +8.4% | -3.1% | +11.6% | +8.8% |
| YTD | -1.9% | +10.7% | -12.5% | -4.8% |
| 1Y | +12.3% | +28.4% | -16.1% | +4.8% |
| All | +136.0% | +152.8% | -16.8% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling