+345.6%
RCL vs WMB
+319.8%
+25.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -5.1% | +0.6% | -5.7% | -5.5% |
| 30D | -19.0% | +3.3% | -22.3% | -21.1% |
| 3M | -9.6% | +3.1% | -12.7% | -12.7% |
| 6M | -6.7% | -0.7% | -6.0% | -8.5% |
| YTD | -3.9% | +25.2% | -29.1% | -20.7% |
| 1Y | -25.1% | +32.9% | -58.0% | -41.3% |
| 3Y | +179.1% | +140.6% | +38.6% | +38.5% |
| 5Y | +243.3% | +273.5% | -30.1% | +19.9% |
| All | +345.6% | +319.8% | +25.7% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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