+331.2%
RCL vs WCN
+235.2%
+95.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.4% |
| 7D | -2.5% | -4.4% | +2.0% | +0.4% |
| 30D | -15.7% | -4.4% | -11.2% | -13.2% |
| 3M | -3.6% | +0.5% | -4.1% | -4.5% |
| 6M | -8.7% | -3.3% | -5.4% | -8.1% |
| YTD | -6.2% | -8.5% | +2.3% | -2.6% |
| 1Y | -22.9% | -8.9% | -13.9% | -19.7% |
| 3Y | +173.6% | +18.0% | +155.5% | +129.5% |
| 5Y | +226.6% | +25.0% | +201.5% | +158.7% |
| All | +331.2% | +235.2% | +95.9% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling