+234.8%
RCL vs WAT
-3.2%
+238.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -5.1% | -1.3% | -3.8% | -4.7% |
| 30D | -19.0% | +2.3% | -21.4% | -19.7% |
| 3M | -9.6% | +8.7% | -18.3% | -12.4% |
| 6M | -6.7% | +28.3% | -35.0% | -15.3% |
| YTD | -3.9% | +7.8% | -11.7% | -7.9% |
| 1Y | -25.1% | +36.6% | -61.7% | -34.6% |
| 3Y | +179.1% | +45.7% | +133.4% | +124.2% |
| All | +234.8% | -3.2% | +238.0% | +178.2% |
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 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