+331.2%
RCL vs WSM
+1,058.9%
-727.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.4% |
| 7D | -2.5% | +0.4% | -2.9% | -2.7% |
| 30D | -15.7% | -10.7% | -5.0% | -11.5% |
| 3M | -3.6% | +8.5% | -12.1% | -6.9% |
| 6M | -8.7% | +19.6% | -28.3% | -15.1% |
| YTD | -6.2% | +26.6% | -32.8% | -15.0% |
| 1Y | -22.9% | +12.0% | -34.8% | -26.8% |
| 3Y | +173.6% | +226.6% | -53.1% | +52.8% |
| 5Y | +226.6% | +174.1% | +52.4% | +87.4% |
| All | +331.2% | +1,058.9% | -727.7% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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