+238.8%
RCL vs GWW
+222.6%
+16.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +1.3% |
| 7D | -0.5% | -1.5% | +1.1% | +0.4% |
| 30D | -17.3% | +1.1% | -18.5% | -18.0% |
| 3M | -2.8% | -1.0% | -1.8% | -2.6% |
| 6M | -4.4% | +16.3% | -20.7% | -13.2% |
| YTD | -4.2% | +28.5% | -32.7% | -18.8% |
| 1Y | -23.4% | +30.3% | -53.6% | -35.4% |
| 3Y | +179.4% | +91.6% | +87.8% | +87.1% |
| 5Y | +238.8% | +224.0% | +14.8% | +73.7% |
| All | +238.8% | +222.6% | +16.1% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling