+5,601.3%
RCL vs GWW
+8,427.2%
-2,825.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.9% |
| 7D | -1.2% | +3.6% | -4.7% | -3.3% |
| 30D | +17.8% | +12.1% | +5.7% | +9.8% |
| 3M | +4.9% | +12.9% | -8.0% | -2.9% |
| 6M | +23.7% | +19.3% | +4.4% | +10.3% |
| YTD | +17.8% | +48.7% | -30.9% | -8.9% |
| 1Y | +28.9% | +60.5% | -31.6% | -4.7% |
| 3Y | +241.9% | +93.3% | +148.6% | +123.0% |
| 5Y | +295.4% | +219.0% | +76.4% | +86.0% |
| 10Y | +344.1% | +659.0% | -314.9% | +16.1% |
| All | +5,601.3% | +8,427.2% | -2,825.9% | +376.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling