+4,033.0%
RCL vs WAT
+12,102.7%
-8,069.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.0% |
| 7D | +6.5% | -1.1% | +7.6% | +6.9% |
| 30D | +15.9% | +5.0% | +10.9% | +13.7% |
| 3M | +2.7% | +14.5% | -11.8% | -2.6% |
| 6M | +15.2% | +30.9% | -15.7% | +3.5% |
| YTD | +19.2% | +20.5% | -1.2% | +9.4% |
| 1Y | +31.6% | +23.3% | +8.3% | +19.7% |
| 3Y | +274.2% | +81.5% | +192.7% | +182.3% |
| 5Y | +250.1% | +33.4% | +216.7% | +193.1% |
| 10Y | +388.4% | +231.5% | +156.9% | +198.5% |
| All | +4,033.0% | +12,102.7% | -8,069.7% | +1,238.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling