+836.6%
RCL vs NWSA
+127.4%
+709.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +1.1% |
| 7D | -5.1% | -1.9% | -3.2% | -3.8% |
| 30D | -19.0% | +4.6% | -23.6% | -21.7% |
| 3M | -9.6% | +13.2% | -22.8% | -18.1% |
| 6M | -6.7% | +27.0% | -33.7% | -22.4% |
| YTD | -3.9% | +16.8% | -20.8% | -15.9% |
| 1Y | -25.1% | +4.5% | -29.6% | -29.1% |
| 3Y | +179.1% | +46.2% | +132.9% | +108.0% |
| 5Y | +243.3% | +40.9% | +202.4% | +158.6% |
| 10Y | +325.8% | +145.1% | +180.6% | +108.6% |
| All | +836.6% | +127.4% | +709.2% | +370.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling