+350.2%
RCL vs WEC
+143.0%
+207.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.5% |
| 7D | -0.5% | +0.8% | -1.3% | -0.6% |
| 30D | -17.3% | +0.3% | -17.7% | -17.4% |
| 3M | -2.8% | -2.9% | +0.2% | -2.2% |
| 6M | -4.4% | -5.9% | +1.5% | -3.3% |
| YTD | -4.2% | +4.1% | -8.3% | -5.5% |
| 1Y | -23.4% | +3.1% | -26.5% | -24.3% |
| 3Y | +179.4% | +40.8% | +138.6% | +153.4% |
| 5Y | +238.8% | +31.7% | +207.1% | +209.9% |
| 10Y | +350.2% | +141.1% | +209.1% | +283.1% |
| All | +350.2% | +143.0% | +207.2% | +283.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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