+234.8%
RCL vs WEC
+31.0%
+203.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -5.1% | -0.3% | -4.8% | -5.1% |
| 30D | -19.0% | -1.3% | -17.7% | -18.9% |
| 3M | -9.6% | -3.9% | -5.7% | -9.2% |
| 6M | -6.7% | -8.3% | +1.6% | -5.8% |
| YTD | -3.9% | +3.1% | -7.0% | -4.7% |
| 1Y | -25.1% | +1.9% | -27.0% | -25.6% |
| 3Y | +179.1% | +41.9% | +137.2% | +160.7% |
| All | +234.8% | +31.0% | +203.8% | +208.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling