+274.2%
RCL vs WAT
+74.7%
+199.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | +6.5% | -1.1% | +7.6% | +6.8% |
| 30D | +15.9% | +5.0% | +10.9% | +14.4% |
| 3M | +2.7% | +14.5% | -11.8% | -1.2% |
| 6M | +15.2% | +30.9% | -15.7% | +6.6% |
| YTD | +19.2% | +20.5% | -1.2% | +11.5% |
| 1Y | +31.6% | +23.3% | +8.3% | +22.4% |
| 3Y | +274.2% | +81.5% | +192.7% | +232.2% |
| All | +274.2% | +74.7% | +199.5% | +232.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling