+274.2%
RCL vs W
+123.5%
+150.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.7% |
| 7D | +6.5% | -3.6% | +10.1% | +7.4% |
| 30D | +15.9% | +7.0% | +8.9% | +13.9% |
| 3M | +2.7% | +7.4% | -4.7% | +0.5% |
| 6M | +15.2% | +69.3% | -54.1% | -1.3% |
| YTD | +19.2% | +11.3% | +8.0% | +11.5% |
| 1Y | +31.6% | +13.2% | +18.4% | +22.2% |
| 3Y | +274.2% | +142.0% | +132.2% | +161.9% |
| All | +274.2% | +123.5% | +150.7% | +161.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling