+24.7%
RCL vs WAT
+19.9%
+4.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -3.3% |
| 7D | -0.2% | +2.0% | -2.2% | -0.8% |
| 30D | +14.4% | +7.7% | +6.7% | +11.8% |
| 3M | +5.2% | +11.1% | -5.9% | +1.6% |
| 6M | +26.1% | +31.2% | -5.1% | +14.9% |
| YTD | +17.4% | +21.7% | -4.3% | +4.5% |
| 1Y | +24.7% | +19.3% | +5.4% | +12.9% |
| All | +24.7% | +19.9% | +4.8% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling