+1,171.2%
RCL vs SW
+755.0%
+416.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | -5.1% | -5.1% | 0.0% | -4.4% |
| 30D | -19.0% | -4.6% | -14.4% | -18.5% |
| 3M | -9.6% | +9.4% | -19.0% | -10.6% |
| 6M | -6.7% | +3.5% | -10.2% | -7.2% |
| YTD | -3.9% | +22.0% | -26.0% | -6.5% |
| 1Y | -25.1% | +2.2% | -27.3% | -25.7% |
| 3Y | +179.1% | +19.6% | +159.5% | +171.0% |
| 5Y | +243.3% | -2.3% | +245.6% | +232.0% |
| 10Y | +325.8% | +181.4% | +144.4% | +277.3% |
| All | +1,171.2% | +755.0% | +416.2% | +966.3% |
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