+350.2%
RCL vs W
+146.2%
+204.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -0.5% | +6.5% | -6.9% | -2.0% |
| 30D | -17.3% | -6.2% | -11.1% | -16.1% |
| 3M | -2.8% | +48.9% | -51.6% | -13.1% |
| 6M | -4.4% | +31.2% | -35.6% | -12.4% |
| YTD | -4.2% | -0.4% | -3.7% | -7.1% |
| 1Y | -23.4% | +14.8% | -38.2% | -29.4% |
| 3Y | +179.4% | +40.5% | +138.9% | +123.5% |
| 5Y | +238.8% | -62.1% | +300.9% | +203.5% |
| 10Y | +350.2% | +141.5% | +208.7% | +89.5% |
| All | +350.2% | +146.2% | +204.0% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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