+342.5%
RCL vs GWW
+553.5%
-211.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.3% |
| 7D | -2.2% | -0.5% | -1.7% | -2.0% |
| 30D | -15.7% | -1.4% | -14.2% | -15.0% |
| 3M | -8.0% | -3.6% | -4.3% | -6.3% |
| 6M | -10.1% | +15.1% | -25.3% | -17.6% |
| YTD | -5.9% | +27.5% | -33.4% | -19.3% |
| 1Y | -23.5% | +29.6% | -53.1% | -34.8% |
| 3Y | +174.4% | +90.1% | +84.3% | +85.9% |
| 5Y | +227.1% | +222.6% | +4.5% | +60.3% |
| 10Y | +342.5% | +566.5% | -224.0% | +66.8% |
| All | +342.5% | +553.5% | -211.0% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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