+379.0%
RCL vs W
+268.4%
+110.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.6% | -1.6% | +1.9% |
| 7D | +5.0% | +3.3% | +1.7% | +4.1% |
| 30D | +19.4% | +10.5% | +8.9% | +16.4% |
| 3M | +5.9% | +9.6% | -3.7% | +3.2% |
| 6M | +23.8% | +76.4% | -52.6% | +5.6% |
| YTD | +22.8% | +16.4% | +6.4% | +14.3% |
| 1Y | +34.3% | +9.3% | +24.9% | +26.5% |
| 3Y | +276.4% | +172.8% | +103.6% | +157.6% |
| 5Y | +281.6% | -53.4% | +334.9% | +225.7% |
| 10Y | +379.0% | +243.6% | +135.4% | +88.6% |
| All | +379.0% | +268.4% | +110.6% | +88.6% |
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