+4,404.9%
RCL vs BWA
+2,496.1%
+1,908.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | -0.2% |
| 7D | +6.5% | -5.5% | +12.0% | +9.8% |
| 30D | +15.9% | -21.7% | +37.6% | +32.8% |
| 3M | +2.7% | -25.6% | +28.3% | +20.4% |
| 6M | +15.2% | -17.4% | +32.7% | +25.3% |
| YTD | +19.2% | +9.2% | +10.0% | +7.2% |
| 1Y | +31.6% | +9.7% | +21.9% | +18.0% |
| 3Y | +274.2% | +54.6% | +219.6% | +164.6% |
| 5Y | +250.1% | +26.8% | +223.3% | +177.4% |
| 10Y | +388.4% | +89.0% | +299.4% | +212.4% |
| All | +4,404.9% | +2,496.1% | +1,908.7% | +1,062.5% |
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