+428.1%
WMT vs RTX
+286.0%
+142.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | 0.0% | -1.5% | +1.6% | +0.3% |
| 30D | -7.4% | -11.0% | +3.5% | -5.6% |
| 3M | -10.9% | +7.7% | -18.5% | -12.0% |
| 6M | -12.7% | -3.9% | -8.8% | -12.3% |
| YTD | -3.2% | +9.0% | -12.2% | -4.8% |
| 1Y | +5.3% | +27.3% | -22.0% | +0.7% |
| 3Y | +101.9% | +172.9% | -71.0% | +69.1% |
| 5Y | +134.6% | +165.2% | -30.6% | +96.4% |
| All | +428.1% | +286.0% | +142.1% | +305.6% |
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