+4,549.4%
RCL vs GWW
+7,470.4%
-2,921.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.7% |
| 7D | -5.1% | +1.4% | -6.5% | -5.9% |
| 30D | -19.0% | +3.3% | -22.3% | -20.7% |
| 3M | -9.6% | +2.9% | -12.5% | -11.5% |
| 6M | -6.7% | +15.8% | -22.5% | -15.1% |
| YTD | -3.9% | +32.0% | -36.0% | -20.0% |
| 1Y | -25.1% | +29.9% | -55.0% | -36.8% |
| 3Y | +179.1% | +91.1% | +88.0% | +83.6% |
| 5Y | +243.3% | +223.9% | +19.4% | +59.4% |
| 10Y | +325.8% | +567.0% | -241.3% | +20.1% |
| All | +4,549.4% | +7,470.4% | -2,921.1% | +318.8% |
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 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