-25.1%
RCL vs WAB
+48.2%
-73.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.6% |
| 7D | -5.1% | -3.2% | -1.9% | -2.9% |
| 30D | -19.0% | -4.4% | -14.6% | -16.4% |
| 3M | -9.6% | +7.9% | -17.4% | -15.7% |
| 6M | -6.7% | +8.7% | -15.4% | -14.6% |
| YTD | -3.9% | +33.0% | -36.9% | -26.7% |
| 1Y | -25.1% | +46.7% | -71.7% | -46.0% |
| All | -25.1% | +48.2% | -73.2% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling