+234.8%
RCL vs SW
-2.3%
+237.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | -5.1% | -5.1% | 0.0% | -3.7% |
| 30D | -19.0% | -4.6% | -14.4% | -18.0% |
| 3M | -9.6% | +9.4% | -19.0% | -11.9% |
| 6M | -6.7% | +3.5% | -10.2% | -8.0% |
| YTD | -3.9% | +22.0% | -26.0% | -9.4% |
| 1Y | -25.1% | +2.2% | -27.3% | -26.6% |
| 3Y | +179.1% | +19.6% | +159.5% | +162.5% |
| All | +234.8% | -2.3% | +237.1% | +210.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling