+3,230.3%
RCL vs WAT
+10,816.8%
-7,586.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -5.1% | -1.3% | -3.8% | -4.6% |
| 30D | -19.0% | +2.3% | -21.4% | -19.7% |
| 3M | -9.6% | +8.7% | -18.3% | -12.5% |
| 6M | -6.7% | +28.3% | -35.0% | -15.5% |
| YTD | -3.9% | +7.8% | -11.7% | -7.9% |
| 1Y | -25.1% | +36.6% | -61.7% | -34.7% |
| 3Y | +179.1% | +45.7% | +133.4% | +128.7% |
| 5Y | +243.3% | -3.3% | +246.6% | +223.5% |
| 10Y | +325.8% | +162.1% | +163.7% | +181.7% |
| All | +3,230.3% | +10,816.8% | -7,586.5% | +1,026.3% |
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