+3,530.0%
RCL vs BWA
+3,492.4%
+37.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.7% |
| 7D | -5.1% | +5.7% | -10.8% | -8.1% |
| 30D | -19.0% | +1.4% | -20.4% | -20.0% |
| 3M | -9.6% | -12.1% | +2.5% | -3.9% |
| 6M | -6.7% | +28.6% | -35.3% | -20.8% |
| YTD | -3.9% | +51.1% | -55.0% | -27.9% |
| 1Y | -25.1% | +55.9% | -81.0% | -45.0% |
| 3Y | +179.1% | +70.1% | +109.0% | +86.5% |
| 5Y | +243.3% | +90.7% | +152.6% | +115.8% |
| 10Y | +325.8% | +154.0% | +171.8% | +130.0% |
| All | +3,530.0% | +3,492.4% | +37.6% | +682.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling