-23.4%
RCL vs BWA
+53.0%
-76.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.3% |
| 7D | -0.5% | +4.3% | -4.7% | -1.7% |
| 30D | -17.3% | -2.9% | -14.4% | -16.8% |
| 3M | -2.8% | -12.4% | +9.7% | +1.0% |
| 6M | -4.4% | +28.6% | -32.9% | -12.2% |
| YTD | -4.2% | +48.2% | -52.4% | -21.1% |
| 1Y | -23.4% | +50.9% | -74.3% | -38.2% |
| All | -23.4% | +53.0% | -76.4% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling