+350.2%
RCL vs WAB
+283.1%
+67.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.7% |
| 7D | -0.5% | +1.7% | -2.1% | -1.8% |
| 30D | -17.3% | -2.4% | -14.9% | -15.7% |
| 3M | -2.8% | +9.7% | -12.4% | -11.0% |
| 6M | -4.4% | +16.5% | -20.9% | -16.9% |
| YTD | -4.2% | +33.7% | -37.9% | -25.9% |
| 1Y | -23.4% | +49.7% | -73.0% | -46.1% |
| 3Y | +179.4% | +170.9% | +8.5% | +18.6% |
| 5Y | +238.8% | +228.0% | +10.7% | +25.0% |
| 10Y | +350.2% | +284.8% | +65.4% | +29.0% |
| All | +350.2% | +283.1% | +67.1% | +29.0% |
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 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