+495.2%
RCL vs W
+210.4%
+284.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.7% |
| 7D | +6.5% | -3.6% | +10.1% | +7.3% |
| 30D | +15.9% | +7.0% | +8.9% | +14.0% |
| 3M | +2.7% | +7.4% | -4.7% | +0.6% |
| 6M | +15.2% | +69.3% | -54.1% | +0.2% |
| YTD | +19.2% | +11.3% | +8.0% | +12.6% |
| 1Y | +31.6% | +13.2% | +18.4% | +23.5% |
| 3Y | +274.2% | +142.0% | +132.2% | +170.2% |
| 5Y | +250.1% | -54.6% | +304.7% | +204.3% |
| 10Y | +388.4% | +243.7% | +144.7% | +114.6% |
| All | +495.2% | +210.4% | +284.9% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling