+345.6%
RCL vs WELL
+332.8%
+12.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +1.3% |
| 7D | -5.1% | -0.8% | -4.3% | -4.6% |
| 30D | -19.0% | -0.1% | -18.9% | -19.1% |
| 3M | -9.6% | +18.0% | -27.6% | -20.5% |
| 6M | -6.7% | +15.0% | -21.7% | -17.2% |
| YTD | -3.9% | +28.6% | -32.5% | -21.8% |
| 1Y | -25.1% | +42.9% | -68.0% | -44.0% |
| 3Y | +179.1% | +203.0% | -23.9% | +13.8% |
| 5Y | +243.3% | +206.9% | +36.4% | +34.9% |
| All | +345.6% | +332.8% | +12.8% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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