-25.1%
RCL vs WST
+37.6%
-62.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -5.1% | +0.7% | -5.8% | -5.3% |
| 30D | -19.0% | -3.1% | -15.9% | -18.4% |
| 3M | -9.6% | +7.2% | -16.8% | -11.3% |
| 6M | -6.7% | +36.8% | -43.5% | -14.7% |
| YTD | -3.9% | +23.8% | -27.8% | -10.9% |
| 1Y | -25.1% | +37.8% | -62.9% | -32.1% |
| All | -25.1% | +37.6% | -62.7% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling