+234.8%
RCL vs W
-63.2%
+298.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -0.8% |
| 7D | -5.1% | -4.2% | -0.9% | -4.1% |
| 30D | -19.0% | -7.6% | -11.4% | -17.4% |
| 3M | -9.6% | +37.2% | -46.7% | -18.3% |
| 6M | -6.7% | +26.3% | -33.0% | -14.5% |
| YTD | -3.9% | -1.0% | -2.9% | -7.1% |
| 1Y | -25.1% | +20.1% | -45.2% | -32.5% |
| 3Y | +179.1% | +37.8% | +141.3% | +118.1% |
| All | +234.8% | -63.2% | +298.0% | +152.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling