+350.2%
RCL vs BBWI
-56.0%
+406.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.9% | +1.0% |
| 7D | -0.5% | +1.6% | -2.0% | -1.1% |
| 30D | -17.3% | -6.2% | -11.1% | -15.9% |
| 3M | -2.8% | +4.3% | -7.1% | -5.6% |
| 6M | -4.4% | -7.2% | +2.8% | -4.1% |
| YTD | -4.2% | -3.0% | -1.1% | -6.6% |
| 1Y | -23.4% | -30.8% | +7.4% | -16.6% |
| 3Y | +179.4% | -43.4% | +222.8% | +207.3% |
| 5Y | +238.8% | -66.7% | +305.5% | +344.2% |
| 10Y | +350.2% | -55.7% | +405.9% | +232.5% |
| All | +350.2% | -56.0% | +406.1% | +232.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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