+179.4%
RCL vs WSM
+239.4%
-60.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -0.5% | +2.6% | -3.0% | -1.4% |
| 30D | -17.3% | -9.5% | -7.8% | -14.2% |
| 3M | -2.8% | +12.9% | -15.6% | -6.8% |
| 6M | -4.4% | +23.0% | -27.4% | -10.9% |
| YTD | -4.2% | +28.9% | -33.1% | -12.1% |
| 1Y | -23.4% | +13.7% | -37.0% | -27.2% |
| 3Y | +179.4% | +232.6% | -53.2% | +107.5% |
| All | +179.4% | +239.4% | -60.0% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling