+4,665.3%
RCL vs WAB
+4,319.4%
+345.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.1% | -2.1% | +0.3% |
| 7D | +5.0% | +4.0% | +1.0% | +2.8% |
| 30D | +19.4% | +4.5% | +14.9% | +16.6% |
| 3M | +5.9% | +2.3% | +3.6% | +4.3% |
| 6M | +23.8% | +12.5% | +11.3% | +15.3% |
| YTD | +22.8% | +40.2% | -17.4% | +2.2% |
| 1Y | +34.3% | +45.2% | -10.9% | +9.8% |
| 3Y | +276.4% | +171.8% | +104.6% | +123.6% |
| 5Y | +281.6% | +217.6% | +64.0% | +114.2% |
| 10Y | +379.0% | +285.3% | +93.7% | +144.2% |
| All | +4,665.3% | +4,319.4% | +345.9% | +984.0% |
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 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