+366.9%
RCL vs WM
+327.3%
+39.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.6% |
| 7D | +8.5% | +1.2% | +7.4% | +7.7% |
| 30D | +20.4% | +13.7% | +6.7% | +10.3% |
| 3M | +11.0% | +5.2% | +5.8% | +6.8% |
| 6M | +24.9% | +11.2% | +13.7% | +14.3% |
| YTD | +23.9% | +9.4% | +14.4% | +12.7% |
| 1Y | +30.8% | +20.4% | +10.4% | +10.8% |
| 3Y | +270.4% | +44.7% | +225.7% | +163.5% |
| 5Y | +296.1% | +58.5% | +237.6% | +155.4% |
| All | +366.9% | +327.3% | +39.6% | +71.5% |
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