+4,705.9%
RCL vs WAB
+4,398.0%
+307.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | -0.1% |
| 7D | +8.5% | +4.0% | +4.5% | +6.3% |
| 30D | +20.4% | +6.3% | +14.1% | +16.5% |
| 3M | +11.0% | +3.3% | +7.7% | +8.8% |
| 6M | +24.9% | +14.5% | +10.4% | +15.3% |
| YTD | +23.9% | +42.7% | -18.8% | +2.1% |
| 1Y | +30.8% | +45.2% | -14.4% | +7.0% |
| 3Y | +270.4% | +173.8% | +96.6% | +119.1% |
| 5Y | +296.1% | +223.8% | +72.3% | +120.2% |
| 10Y | +375.0% | +280.5% | +94.5% | +143.1% |
| All | +4,705.9% | +4,398.0% | +307.9% | +983.1% |
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