+331.9%
RCL vs WAB
+266.7%
+65.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +1.1% |
| 7D | -1.2% | +5.1% | -6.3% | -5.2% |
| 30D | +17.8% | +4.0% | +13.8% | +13.8% |
| 3M | +4.9% | +0.1% | +4.8% | +4.2% |
| 6M | +23.7% | +12.8% | +10.9% | +9.8% |
| YTD | +17.8% | +40.1% | -22.3% | -13.1% |
| 1Y | +28.9% | +46.4% | -17.4% | -8.2% |
| 3Y | +241.9% | +167.4% | +74.5% | +44.8% |
| 5Y | +295.4% | +215.0% | +80.4% | +48.1% |
| All | +331.9% | +266.7% | +65.3% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling