+366.9%
RCL vs WMB
+270.0%
+96.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.7% | -0.2% |
| 7D | +8.5% | -6.9% | +15.4% | +13.2% |
| 30D | +20.4% | -7.2% | +27.6% | +25.0% |
| 3M | +11.0% | -5.4% | +16.4% | +13.2% |
| 6M | +24.9% | -4.9% | +29.7% | +24.6% |
| YTD | +23.9% | +14.7% | +9.2% | +6.6% |
| 1Y | +30.8% | +14.7% | +16.1% | +12.2% |
| 3Y | +270.4% | +116.4% | +154.0% | +93.5% |
| 5Y | +296.1% | +198.5% | +97.6% | +58.8% |
| All | +366.9% | +270.0% | +96.9% | +35.9% |
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