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  • RCL vs WM✓SelectedUSD · WMRCL vs WM performance historyLatest closeAs of-0.14%09/04
Stock and ETF performance explorer

RCL vs WM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+331.5%
WM return
+306.5%
Excess return
+25.0%
Maximum drawdown
-83.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWMExcessAlpha
1D-0.1%-1.2%+1.1%+0.7%
7D-5.1%-0.3%-4.8%-4.9%
30D-19.0%-2.4%-16.6%-17.8%
3M-9.6%+0.4%-10.0%-10.7%
6M-6.7%-9.5%+2.8%-1.7%
YTD-3.9%+0.5%-4.4%-7.1%
1Y-25.1%-1.1%-24.0%-26.7%
3Y+179.1%+46.0%+133.1%+94.6%
5Y+243.3%+51.8%+191.5%+125.3%
All+331.5%+306.5%+25.0%+50.4%

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