+379.0%
RCL vs BWA
+101.5%
+277.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.4% | -2.4% | -0.8% |
| 7D | +5.0% | -0.6% | +5.6% | +5.1% |
| 30D | +19.4% | -16.1% | +35.5% | +34.2% |
| 3M | +5.9% | -24.6% | +30.5% | +27.4% |
| 6M | +23.8% | -15.7% | +39.5% | +34.6% |
| YTD | +22.8% | +15.1% | +7.7% | +1.3% |
| 1Y | +34.3% | +15.9% | +18.4% | +10.2% |
| 3Y | +276.4% | +67.1% | +209.3% | +117.4% |
| 5Y | +281.6% | +34.7% | +246.8% | +153.1% |
| 10Y | +379.0% | +99.5% | +279.5% | +137.9% |
| All | +379.0% | +101.5% | +277.5% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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