+1,506.5%
RCL vs SW
+743.1%
+763.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.1% | +2.3% | +5.8% |
| 7D | +11.7% | +12.1% | -0.4% | +10.1% |
| 30D | +21.1% | +6.6% | +14.6% | +20.1% |
| 3M | +2.9% | -6.0% | +8.9% | +3.6% |
| 6M | +29.8% | +21.5% | +8.4% | +26.6% |
| YTD | +21.4% | +20.3% | +1.1% | +18.3% |
| 1Y | +32.0% | +28.1% | +3.9% | +27.7% |
| 3Y | +273.1% | +51.6% | +221.5% | +255.1% |
| 5Y | +288.4% | -0.1% | +288.5% | +275.3% |
| 10Y | +397.4% | +189.7% | +207.6% | +341.0% |
| All | +1,506.5% | +743.1% | +763.4% | +1,248.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling