+342.5%
RCL vs NWSA
+144.0%
+198.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -2.2% | -3.1% | +0.9% | +0.1% |
| 30D | -15.7% | +4.3% | -19.9% | -18.4% |
| 3M | -8.0% | +9.2% | -17.2% | -15.0% |
| 6M | -10.1% | +21.6% | -31.7% | -23.7% |
| YTD | -5.9% | +14.2% | -20.1% | -17.1% |
| 1Y | -23.5% | +1.8% | -25.2% | -26.4% |
| 3Y | +174.4% | +44.4% | +129.9% | +100.7% |
| 5Y | +227.1% | +41.0% | +186.2% | +138.9% |
| 10Y | +342.5% | +150.0% | +192.5% | +101.7% |
| All | +342.5% | +144.0% | +198.5% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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