+350.2%
RCL vs BWA
+142.9%
+207.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +1.1% |
| 7D | -0.5% | +4.3% | -4.7% | -3.4% |
| 30D | -17.3% | -2.9% | -14.4% | -16.1% |
| 3M | -2.8% | -12.4% | +9.7% | +5.2% |
| 6M | -4.4% | +28.6% | -32.9% | -22.4% |
| YTD | -4.2% | +48.2% | -52.4% | -33.0% |
| 1Y | -23.4% | +50.9% | -74.3% | -47.4% |
| 3Y | +179.4% | +72.2% | +107.2% | +62.1% |
| 5Y | +238.8% | +91.1% | +147.7% | +75.4% |
| 10Y | +350.2% | +144.0% | +206.2% | +88.0% |
| All | +350.2% | +142.9% | +207.3% | +88.0% |
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