+180.6%
RCL vs WAB
+162.1%
+18.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.7% |
| 7D | -5.1% | -3.2% | -1.9% | -2.6% |
| 30D | -19.0% | -4.4% | -14.6% | -16.1% |
| 3M | -9.6% | +7.9% | -17.4% | -15.9% |
| 6M | -6.7% | +8.7% | -15.4% | -14.1% |
| YTD | -3.9% | +33.0% | -36.9% | -25.4% |
| 1Y | -25.1% | +46.7% | -71.7% | -46.4% |
| All | +180.6% | +162.1% | +18.5% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling