+11.6%
RCL vs WETO
-99.4%
+111.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.1% | +3.3% | -1.8% |
| 7D | -2.2% | -38.7% | +36.5% | -2.4% |
| 30D | -15.7% | -51.3% | +35.7% | -15.1% |
| 3M | -8.0% | -97.8% | +89.9% | -5.0% |
| 6M | -10.1% | -94.8% | +84.6% | -9.4% |
| YTD | -5.9% | -97.2% | +91.3% | -4.8% |
| 1Y | -23.5% | -98.9% | +75.5% | -21.6% |
| All | +11.6% | -99.4% | +111.0% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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