+360.5%
RCL vs NWSA
+153.1%
+207.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -2.0% |
| 7D | +0.6% | -12.2% | +12.8% | +10.0% |
| 30D | +19.4% | -8.7% | +28.1% | +26.6% |
| 3M | +9.8% | -6.0% | +15.7% | +13.2% |
| 6M | +28.6% | -0.3% | +29.0% | +25.2% |
| YTD | +22.2% | +3.5% | +18.7% | +14.2% |
| 1Y | +29.7% | +0.8% | +29.0% | +23.9% |
| 3Y | +265.3% | +31.1% | +234.2% | +182.5% |
| 5Y | +301.8% | +18.8% | +283.0% | +227.9% |
| 10Y | +360.5% | +147.9% | +212.6% | +114.2% |
| All | +360.5% | +153.1% | +207.4% | +114.2% |
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