+331.5%
RCL vs SW
+147.8%
+183.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | -5.1% | -5.1% | 0.0% | -4.0% |
| 30D | -19.0% | -4.6% | -14.4% | -18.2% |
| 3M | -9.6% | +9.4% | -19.0% | -11.4% |
| 6M | -6.7% | +3.5% | -10.2% | -7.7% |
| YTD | -3.9% | +22.0% | -26.0% | -8.4% |
| 1Y | -25.1% | +2.2% | -27.3% | -26.2% |
| 3Y | +179.1% | +19.6% | +159.5% | +164.6% |
| 5Y | +243.3% | -2.3% | +245.6% | +223.5% |
| All | +331.5% | +147.8% | +183.7% | +248.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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