+375.0%
RCL vs WST
+446.4%
-71.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +8.5% | +1.4% | +7.2% | +8.2% |
| 30D | +20.4% | +12.7% | +7.7% | +17.3% |
| 3M | +11.0% | +17.2% | -6.2% | +7.0% |
| 6M | +24.9% | +26.7% | -1.8% | +18.1% |
| YTD | +23.9% | +50.3% | -26.4% | +12.2% |
| 1Y | +30.8% | +50.2% | -19.4% | +18.6% |
| 3Y | +270.4% | +21.7% | +248.7% | +230.2% |
| 5Y | +296.1% | +2.0% | +294.1% | +256.4% |
| 10Y | +375.0% | +451.1% | -76.1% | +137.8% |
| All | +375.0% | +446.4% | -71.3% | +137.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling