+330.2%
RCL vs WM
+331.3%
-1.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.5% | -5.0% |
| 7D | -0.2% | +1.2% | -1.4% | -1.1% |
| 30D | +14.4% | +15.2% | -0.9% | +3.8% |
| 3M | +5.2% | +8.3% | -3.2% | -0.8% |
| 6M | +26.1% | +13.1% | +13.0% | +14.2% |
| YTD | +17.4% | +12.5% | +4.8% | +4.8% |
| 1Y | +24.7% | +21.8% | +2.9% | +4.9% |
| 3Y | +250.9% | +48.8% | +202.1% | +145.0% |
| 5Y | +293.8% | +62.1% | +231.8% | +150.6% |
| All | +330.2% | +331.3% | -1.1% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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