+3,627.9%
RCL vs WAB
+4,092.2%
-464.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.5% |
| 7D | -5.1% | -3.2% | -1.9% | -3.4% |
| 30D | -19.0% | -4.4% | -14.6% | -17.1% |
| 3M | -9.6% | +7.9% | -17.4% | -13.5% |
| 6M | -6.7% | +8.7% | -15.4% | -11.1% |
| YTD | -3.9% | +33.0% | -36.9% | -17.6% |
| 1Y | -25.1% | +46.7% | -71.7% | -38.9% |
| 3Y | +179.1% | +153.0% | +26.1% | +72.5% |
| 5Y | +243.3% | +222.3% | +21.0% | +92.1% |
| 10Y | +325.8% | +291.0% | +34.8% | +116.9% |
| All | +3,627.9% | +4,092.2% | -464.3% | +774.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling