+292.2%
RCL vs WAT
+28.6%
+263.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -1.2% | +0.6% | -1.8% | -1.4% |
| 30D | +17.8% | +5.4% | +12.4% | +15.6% |
| 3M | +4.9% | +11.3% | -6.4% | +0.7% |
| 6M | +23.7% | +37.4% | -13.7% | +9.4% |
| YTD | +17.8% | +21.2% | -3.4% | +7.8% |
| 1Y | +28.9% | +21.3% | +7.6% | +17.9% |
| 3Y | +241.9% | +83.4% | +158.5% | +143.5% |
| All | +292.2% | +28.6% | +263.6% | +210.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling