+131.4%
WMT vs RTX
+162.0%
-30.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -2.5% | -2.0% | -0.5% | -2.1% |
| 30D | -6.4% | -11.2% | +4.8% | -4.4% |
| 3M | -12.1% | +12.0% | -24.2% | -13.9% |
| 6M | -15.0% | -3.6% | -11.4% | -14.5% |
| YTD | -4.5% | +9.2% | -13.7% | -6.2% |
| 1Y | +6.2% | +29.7% | -23.5% | +0.8% |
| 3Y | +99.9% | +152.0% | -52.1% | +64.6% |
| 5Y | +131.4% | +165.8% | -34.3% | +89.7% |
| All | +131.4% | +162.0% | -30.6% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling