+330.2%
RCL vs WAT
+223.8%
+106.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -3.0% |
| 7D | -0.2% | +2.0% | -2.2% | -1.2% |
| 30D | +14.4% | +7.7% | +6.7% | +10.0% |
| 3M | +5.2% | +11.1% | -5.9% | -0.7% |
| 6M | +26.1% | +31.2% | -5.1% | +8.5% |
| YTD | +17.4% | +21.7% | -4.3% | +3.3% |
| 1Y | +24.7% | +19.3% | +5.4% | +10.9% |
| 3Y | +250.9% | +80.6% | +170.3% | +122.9% |
| 5Y | +293.8% | +29.5% | +264.3% | +201.6% |
| All | +330.2% | +223.8% | +106.4% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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